EKO Export SA MEM Volatility Analysis
Volatility Prediction for Friday, May 5th, 2023:58.88% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4070 | 13.01 | |
| 0.3712 | 33.66 | |
| 0.6010 | 81.98 |
Estimation Period:
Jul 15, 2009 to May 4, 2023
Jul 15, 2009 to May 4, 2023
News Impact Curve
Volatility Forecasts
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