VTB Bank PJSC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:44.66% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4237 | 16.12 | |
| 0.1825 | 16.24 | |
| 0.7330 | 73.04 | |
| 0.0313 | 1.14 |
Estimation Period:
Sep 17, 2007 to Jul 8, 2022
Sep 17, 2007 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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