Gazprom PAO MEM Volatility Analysis
Volatility prediction for Monday, July 11th, 2022
1 Day
104.76%
decreased by 16.76%
1 Week
103.98%
decreased by 17.54%
1 Month
101.00%
decreased by 20.52%
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 | |
|---|---|---|
| 0.1320 | 3.20 | |
| 0.2653 | 31.25 | |
| 0.7242 | 119.60 |
Estimation Period:
Jan 24, 2006 to Jul 8, 2022
Jan 24, 2006 to Jul 8, 2022
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