Terra Nitrogen Co LP MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2018):
1 Day
14.61%
1 Week
17.24%
1 Month
25.13%
Analysis last updated: Thursday, March 29, 2018 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1658 | 11.00 | |
| 0.1989 | 37.09 | |
| 0.8011 | 167.69 |
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Apr 2, 1997 to Mar 29, 2018
Other MEM Analyses on Equities