Sompo International Holdings Ltd Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 11.98 | |
| 0.2265 | 7.87 | |
| 0.6782 | 52.76 | |
| 0.1906 | 3.58 |
Estimation Period:
Feb 28, 2003 to Mar 24, 2017
Feb 28, 2003 to Mar 24, 2017
News Impact Curve
Volatility Forecasts
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