Tucker Anthony Sutro Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1175 | 13.37 | |
| 0.8740 | 142.69 | |
| 0.0171 | 0.97 |
Estimation Period:
Apr 1, 1998 to Oct 31, 2001
Apr 1, 1998 to Oct 31, 2001
News Impact Curve
Volatility Forecasts
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