Rosbank PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:43.29% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1322 | 16.17 | |
| 0.0784 | 13.39 | |
| 0.8890 | 210.52 | |
| 0.0366 | 3.72 |
Estimation Period:
Feb 24, 2006 to Jul 8, 2022
Feb 24, 2006 to Jul 8, 2022
News Impact Curve
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