Magnit PJSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:35.25% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 7.23 | |
| 0.0462 | 5.83 | |
| 0.9251 | 204.80 | |
| 0.0876 | 7.20 | |
| 2.9881 | 13.07 |
Estimation Period:
Jun 6, 2006 to Jul 8, 2022
Jun 6, 2006 to Jul 8, 2022
News Impact Curve
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