BM Bank JSC MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6323 | 5.51 | |
| 0.2765 | 19.34 | |
| 0.6791 | 49.61 |
Estimation Period:
Dec 17, 2004 to Dec 11, 2015
Dec 17, 2004 to Dec 11, 2015
News Impact Curve
Volatility Forecasts
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