VSMPO-AVISMA Corp PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:36.24% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 10.98 | |
| 0.1799 | 17.98 | |
| 0.8079 | 115.14 | |
| 0.0244 | 1.70 |
Estimation Period:
Mar 2, 2005 to Jul 8, 2022
Mar 2, 2005 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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