RusHydro PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:34.28% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1793 | 6.89 | |
| 0.1925 | 25.30 | |
| 0.7772 | 124.25 |
Estimation Period:
May 22, 2008 to Jul 8, 2022
May 22, 2008 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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