CIC Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1877 | 26.26 | |
| 0.3134 | 25.06 | |
| 0.5738 | 69.66 | |
| 0.1106 | 4.71 |
Estimation Period:
Jun 18, 1998 to Jul 28, 2017
Jun 18, 1998 to Jul 28, 2017
News Impact Curve
Volatility Forecasts
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