Moscow Exchange MICEX-RTS PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:24.65% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 2.30 | |
| 0.1397 | 14.77 | |
| 0.8567 | 147.60 |
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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