Moscow Exchange MICEX-RTS PJSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:23.98% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 7.85 | |
| 0.1433 | 25.43 | |
| 0.8318 | 132.60 | |
| -0.0026 | -0.17 | |
| 2.3928 | 16.27 |
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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