Creditex SAA Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:66.51% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9730 | 5.08 | |
| 0.0403 | 4.75 | |
| 0.9363 | 139.51 | |
| 0.0173 | 0.79 |
Estimation Period:
Jan 8, 1991 to Nov 3, 2023
Jan 8, 1991 to Nov 3, 2023
News Impact Curve
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