Sistema JSFC Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:39.75% (-5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4358 | 17.19 | |
| 0.3309 | 23.87 | |
| 0.6536 | 88.44 | |
| -0.0209 | -0.98 |
Estimation Period:
Sep 25, 2007 to Jul 8, 2022
Sep 25, 2007 to Jul 8, 2022
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