Capital Property Fund Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 6.98 | |
| 0.0167 | 8.18 | |
| 0.9744 | 374.77 | |
| 0.0169 | 0.59 | |
| 2.6982 | 22.49 |
Estimation Period:
Oct 5, 1995 to Jun 27, 2014
Oct 5, 1995 to Jun 27, 2014
News Impact Curve
Volatility Forecasts
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