UralSib Bank PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:56.37% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2097 | 9.69 | |
| 0.1494 | 9.71 | |
| 0.8939 | 172.11 | |
| -0.0867 | -4.47 |
Estimation Period:
Mar 5, 2003 to Jul 8, 2022
Mar 5, 2003 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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