PIK Group PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:47.73% (-6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1399 | 11.05 | |
| 0.2910 | 30.51 | |
| 0.7090 | 82.65 |
Estimation Period:
Jul 3, 2007 to Jul 8, 2022
Jul 3, 2007 to Jul 8, 2022
News Impact Curve
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