Polyus PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:51.79% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4622 | 6.11 | |
| 0.3707 | 21.84 | |
| 0.6034 | 74.22 |
Estimation Period:
May 12, 2006 to Jul 8, 2022
May 12, 2006 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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