CIC MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1879 | 16.56 | |
| 0.3714 | 30.53 | |
| 0.5689 | 69.43 |
Estimation Period:
Jun 18, 1998 to Jul 28, 2017
Jun 18, 1998 to Jul 28, 2017
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities