Bear Stearns MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 4.34 | |
| 0.2179 | 15.68 | |
| 0.7647 | 159.41 |
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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