Concentric AB MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3346 | 4.40 | |
| 0.1810 | 10.70 | |
| 0.7478 | 119.77 |
Estimation Period:
Jun 16, 2011 to Nov 1, 2024
Jun 16, 2011 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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