Montpelier Re Holdings Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 14.14 | |
| 0.1311 | 27.57 | |
| 0.8177 | 162.55 | |
| 0.0878 | 8.69 |
Estimation Period:
Oct 9, 2002 to Jul 31, 2015
Oct 9, 2002 to Jul 31, 2015
News Impact Curve
Volatility Forecasts
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