United Company Rusal Intl Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:56.49% (-11.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7899 | 16.80 | |
| 0.2577 | 20.24 | |
| 0.5844 | 52.41 | |
| 0.1016 | 3.90 |
Estimation Period:
Mar 30, 2015 to Jul 8, 2022
Mar 30, 2015 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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