Creditex SAA Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, July 18th, 2023:2.04% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1362 | 0.54 | |
| 0.9238 | 32.86 | |
| -0.1201 | -0.43 |
Estimation Period:
Nov 12, 1999 to Mar 24, 2023
Nov 12, 1999 to Mar 24, 2023
News Impact Curve
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