Rosbank PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:43.25% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1344 | 9.99 | |
| 0.0982 | 20.23 | |
| 0.8866 | 210.29 |
Estimation Period:
Feb 24, 2006 to Jul 8, 2022
Feb 24, 2006 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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