Sydney Airport MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 4.14 | |
| 0.1634 | 27.36 | |
| 0.8261 | 286.43 |
Estimation Period:
Aug 14, 2002 to Nov 19, 2021
Aug 14, 2002 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Units