National Cement Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4731 | 21.33 | |
| 0.1025 | 14.54 | |
| 0.8506 | 176.04 | |
| -0.0051 | -0.46 |
Estimation Period:
Sep 30, 1996 to Feb 1, 2018
Sep 30, 1996 to Feb 1, 2018
News Impact Curve
Volatility Forecasts
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