Fimalac Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1000 | 12.12 | |
| 0.0686 | 12.64 | |
| 0.8880 | 137.49 | |
| 0.0367 | 3.28 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2017
Jan 1, 1990 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on International Equities