V-Lab
Freddie Mac MEM Volatility Analysis
Volatility Prediction for Monday, September 8th, 2008:151.97% (-17.19%)
Analysis last updated: Saturday, February 27, 2016 at 07:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 5.44 | |
| 0.1852 | 25.45 | |
| 0.8060 | 241.98 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008