Gazprom PAO Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 11th, 2022
1 Day
108.17%
decreased by 16.70%
1 Week
107.38%
decreased by 17.49%
1 Month
104.36%
decreased by 20.51%
Analysis last updated: Wednesday, July 20, 2022 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1250 | 10.65 | |
| 0.2451 | 21.49 | |
| 0.7338 | 129.94 | |
| 0.0222 | 1.15 |
Estimation Period:
Jan 24, 2006 to Jul 8, 2022
Jan 24, 2006 to Jul 8, 2022
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