CIMIC Group Ltd Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1865 | 25.11 | |
| 0.1151 | 21.04 | |
| 0.8424 | 192.10 | |
| 0.0168 | 2.31 |
Estimation Period:
Jan 1, 1990 to May 6, 2022
Jan 1, 1990 to May 6, 2022
News Impact Curve
Volatility Forecasts
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