Pjsc Mgntgrsk Irn & Stl Wrks Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:40.55% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2622 | 20.09 | |
| 0.2257 | 28.39 | |
| 0.6990 | 97.21 | |
| 0.0447 | 3.11 |
Estimation Period:
Jan 27, 2010 to Jul 8, 2022
Jan 27, 2010 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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