Rosneft Oil Company Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:42.24% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 20.41 | |
| 0.1996 | 24.51 | |
| 0.7500 | 119.27 | |
| 0.0431 | 2.90 |
Estimation Period:
Jan 27, 2010 to Jul 8, 2022
Jan 27, 2010 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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