Moscow Exchange MICEX-RTS PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:24.51% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 9.22 | |
| 0.1457 | 10.11 | |
| 0.8545 | 146.97 | |
| -0.0077 | -0.35 |
Estimation Period:
Aug 28, 2012 to Jul 8, 2022
Aug 28, 2012 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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