United Aircraft Corp PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:65.99% (-4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3382 | 5.68 | |
| 0.1724 | 22.37 | |
| 0.8163 | 137.63 |
Estimation Period:
Jan 21, 2010 to Jul 8, 2022
Jan 21, 2010 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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