Fannie Mae Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 10.29 | |
| 0.1977 | 43.78 | |
| 0.7879 | 140.80 | |
| 0.0043 | 0.49 | |
| 1.0788 | 17.20 |
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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