Mobile TeleSystems PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:35.80% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 5.39 | |
| 0.1739 | 36.52 | |
| 0.8218 | 156.93 |
Estimation Period:
Oct 15, 2003 to Jul 8, 2022
Oct 15, 2003 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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