Mizuho Securities Co Ltd Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3702 | 27.75 | |
| 0.1847 | 28.21 | |
| 0.7485 | 167.80 | |
| 0.0768 | 5.83 |
Estimation Period:
Nov 30, 1990 to Aug 26, 2011
Nov 30, 1990 to Aug 26, 2011
News Impact Curve
Volatility Forecasts
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