Bear Stearns Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1374 | 25.50 | |
| 0.1548 | 28.27 | |
| 0.7839 | 181.49 | |
| 0.0910 | 6.98 |
Estimation Period:
Jan 2, 1990 to May 30, 2008
Jan 2, 1990 to May 30, 2008
News Impact Curve
Volatility Forecasts
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