Rosgosstrakh PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:41.97% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.91 | |
| 0.5313 | 15.31 | |
| 0.0915 | 7.02 | |
| -0.1021 | -2.08 |
Estimation Period:
Dec 9, 2013 to Jul 8, 2022
Dec 9, 2013 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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