MTS Systems Corp MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2292 | 14.34 | |
| 0.2052 | 37.88 | |
| 0.7713 | 169.82 |
Estimation Period:
Jan 2, 1990 to Apr 1, 2021
Jan 2, 1990 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
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