Procentury Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 9.39 | |
| 0.1047 | 17.71 | |
| 0.8872 | 202.23 | |
| 0.0162 | 1.61 |
Estimation Period:
Apr 20, 2004 to Jul 31, 2008
Apr 20, 2004 to Jul 31, 2008
News Impact Curve
Volatility Forecasts
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