VTB Bank PJSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:43.63% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.51 | |
| 0.1619 | 23.80 | |
| 0.7833 | 95.44 | |
| 0.0286 | 1.22 | |
| 1.9937 | 22.88 |
Estimation Period:
Sep 17, 2007 to Jul 8, 2022
Sep 17, 2007 to Jul 8, 2022
News Impact Curve
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