Novolipetsk Steel Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:34.58% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2149 | 24.69 | |
| 0.2035 | 29.50 | |
| 0.7362 | 136.91 | |
| 0.0561 | 4.60 |
Estimation Period:
Apr 18, 2006 to Jul 8, 2022
Apr 18, 2006 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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