Novatek OAO MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:59.39% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 4.98 | |
| 0.0946 | 22.72 | |
| 0.8974 | 182.03 |
Estimation Period:
Jan 26, 2005 to Jul 8, 2022
Jan 26, 2005 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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