Magnit PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:37.74% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 2.41 | |
| 0.0619 | 12.94 | |
| 0.9357 | 136.11 |
Estimation Period:
Jun 6, 2006 to Jul 8, 2022
Jun 6, 2006 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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