Newcrest Mining Ltd MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 5.34 | |
| 0.0998 | 32.31 | |
| 0.8887 | 420.40 |
Estimation Period:
Jan 1, 1990 to Oct 20, 2023
Jan 1, 1990 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
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