TTBGROUP JSC Asy. MEM Volatility Analysis
Volatility Prediction for Friday, July 7th, 2023:40.78% (+6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 5.52 | |
| 0.1547 | 21.80 | |
| 0.8520 | 108.23 | |
| -0.0134 | -1.07 |
Estimation Period:
Jan 26, 2015 to Jun 30, 2023
Jan 26, 2015 to Jun 30, 2023
News Impact Curve
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