Abbey plc MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 6.68 | |
| 0.0564 | 16.80 | |
| 0.9400 | 273.96 |
Estimation Period:
Nov 9, 1999 to Mar 12, 2021
Nov 9, 1999 to Mar 12, 2021
News Impact Curve
Volatility Forecasts
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