Rosbank PJSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:32.91% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 13.86 | |
| 0.1289 | 25.01 | |
| 0.8662 | 165.93 | |
| 0.0483 | 2.16 | |
| 1.4918 | 25.19 |
Estimation Period:
Feb 24, 2006 to Jul 8, 2022
Feb 24, 2006 to Jul 8, 2022
News Impact Curve
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