artnet AG Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4101 | 18.65 | |
| 0.1472 | 24.51 | |
| 0.8492 | 250.43 | |
| -0.0035 | -0.34 |
Estimation Period:
May 19, 1999 to Aug 22, 2025
May 19, 1999 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on International Equities