Italcementi SpA MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 2.07 | |
| 0.1103 | 26.56 | |
| 0.8897 | 163.79 |
Estimation Period:
Nov 6, 1991 to Oct 7, 2016
Nov 6, 1991 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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