VSMPO-AVISMA Corp PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:36.42% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 3.71 | |
| 0.1912 | 20.38 | |
| 0.8089 | 117.05 |
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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