Li & Fung Ltd Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2884 | 24.49 | |
| 0.1476 | 26.33 | |
| 0.8130 | 190.58 | |
| 0.0082 | 0.94 |
Estimation Period:
Jul 1, 1992 to May 15, 2020
Jul 1, 1992 to May 15, 2020
News Impact Curve
Volatility Forecasts
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