VTB Bank PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:44.35% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4179 | 14.33 | |
| 0.1901 | 22.32 | |
| 0.7338 | 71.93 |
Estimation Period:
Sep 17, 2007 to Jul 8, 2022
Sep 17, 2007 to Jul 8, 2022
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