Legg Mason Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 25.81 | |
| 0.1221 | 33.30 | |
| 0.8159 | 261.77 | |
| 0.0905 | 11.94 |
Estimation Period:
Jan 2, 1990 to Jul 24, 2020
Jan 2, 1990 to Jul 24, 2020
News Impact Curve
Volatility Forecasts
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