Merrill Lynch Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 17.75 | |
| 0.0949 | 25.13 | |
| 0.8510 | 301.76 | |
| 0.1036 | 13.50 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
News Impact Curve
Volatility Forecasts
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