Fidium Holdings LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
9.78%
1 Week
10.58%
1 Month
13.28%
Analysis last updated: Thursday, December 26, 2024 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 16.97 | |
| 0.1739 | 35.64 | |
| 0.8105 | 258.54 | |
| 0.0311 | 4.13 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
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