Valtech SE Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3285 | 4.52 | |
| 0.1260 | 16.47 | |
| 0.8495 | 161.88 | |
| 0.0077 | 0.40 |
Estimation Period:
Apr 14, 1999 to Feb 10, 2017
Apr 14, 1999 to Feb 10, 2017
News Impact Curve
Volatility Forecasts
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