ITC Holdings Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 19.03 | |
| 0.2425 | 21.40 | |
| 0.6831 | 59.44 | |
| 0.1040 | 4.53 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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