V-Lab
Lehman Brothers Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, March 6th, 2012:256.25% (-6.47%)
Analysis last updated: Sunday, November 9, 2014 at 04:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 2.06 | |
| 0.0502 | 6.36 | |
| 0.9510 | 188.96 | |
| -0.0023 | -0.20 |
Estimation Period:
May 2, 1994 to Mar 5, 2012
May 2, 1994 to Mar 5, 2012
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