Novolipetsk Steel MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:34.21% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2232 | 7.99 | |
| 0.2379 | 31.18 | |
| 0.7291 | 127.37 |
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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