Tatneft PAO Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:37.80% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1367 | 15.94 | |
| 0.1556 | 26.00 | |
| 0.8018 | 125.79 | |
| 0.0517 | 5.75 |
Estimation Period:
Dec 10, 2001 to Jul 8, 2022
Dec 10, 2001 to Jul 8, 2022
News Impact Curve
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