LaBranche & Co Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3724 | 19.65 | |
| 0.1387 | 21.36 | |
| 0.8143 | 181.19 | |
| 0.0483 | 4.27 |
Estimation Period:
Aug 18, 1999 to Jun 28, 2011
Aug 18, 1999 to Jun 28, 2011
News Impact Curve
Volatility Forecasts
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