Gazprom PAO MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:104.76% (-16.76%)
Parameter 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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