Freddie Mac MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 5.44 | |
| 0.1852 | 25.45 | |
| 0.8060 | 241.98 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008
News Impact Curve
Volatility Forecasts
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