TTBGROUP JSC MEM Volatility Analysis
Volatility Prediction for Friday, July 7th, 2023:41.48% (+6.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0693 | 3.59 | |
| 0.1478 | 23.48 | |
| 0.8522 | 102.45 |
Estimation Period:
Jan 26, 2015 to Jun 30, 2023
Jan 26, 2015 to Jun 30, 2023
News Impact Curve
Volatility Forecasts
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