ECA MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4049 | 9.56 | |
| 0.1743 | 14.52 | |
| 0.7390 | 90.39 |
Estimation Period:
Jul 9, 2004 to Dec 31, 2020
Jul 9, 2004 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities