Magnit PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:38.54% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 2.67 | |
| 0.0493 | 12.58 | |
| 0.9397 | 151.61 | |
| 0.0177 | 0.95 |
Estimation Period:
Jun 6, 2006 to Jul 8, 2022
Jun 6, 2006 to Jul 8, 2022
News Impact Curve
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