Novatek OAO Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:59.14% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 9.29 | |
| 0.0836 | 17.47 | |
| 0.8986 | 181.56 | |
| 0.0202 | 1.91 |
Estimation Period:
Jan 26, 2005 to Jul 8, 2022
Jan 26, 2005 to Jul 8, 2022
News Impact Curve
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