Affine SA Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2391 | 16.41 | |
| 0.2143 | 20.69 | |
| 0.6938 | 77.35 | |
| 0.0742 | 3.50 |
Estimation Period:
Jan 1, 1990 to Dec 14, 2018
Jan 1, 1990 to Dec 14, 2018
News Impact Curve
Volatility Forecasts
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