Corp Bank MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3795 | 11.47 | |
| 0.3017 | 32.21 | |
| 0.6724 | 121.07 |
Estimation Period:
Dec 5, 1997 to Mar 13, 2020
Dec 5, 1997 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities