ITS Group SAS MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 3.34 | |
| 0.1010 | 22.79 | |
| 0.8990 | 236.95 |
Estimation Period:
Jan 30, 2001 to Jan 10, 2020
Jan 30, 2001 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
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