Montpelier Re Holdings MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 4.89 | |
| 0.1922 | 29.83 | |
| 0.8011 | 143.39 |
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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