Tatneft PAO MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:36.97% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1437 | 5.89 | |
| 0.1906 | 26.69 | |
| 0.7924 | 119.73 |
Estimation Period:
Dec 10, 2001 to Jul 8, 2022
Dec 10, 2001 to Jul 8, 2022
News Impact Curve
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