Creditex SAA Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, July 18th, 2023:1.85% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.01 | |
| 0.0553 | 0.68 | |
| 0.8958 | 8.25 | |
| -0.4830 | -0.71 | |
| 2.5781 | 1.07 |
Estimation Period:
Nov 12, 1999 to Mar 24, 2023
Nov 12, 1999 to Mar 24, 2023
News Impact Curve
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