Bank One Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 19.48 | |
| 0.1121 | 23.46 | |
| 0.8244 | 203.92 | |
| 0.0785 | 7.66 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2004
Jan 1, 1990 to Jun 30, 2004
News Impact Curve
Volatility Forecasts
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