Newcrest Mining Ltd MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 12.77 | |
| 0.1100 | 14.47 | |
| 0.8900 | 141.61 |
Estimation Period:
Mar 1, 2012 to Nov 3, 2023
Mar 1, 2012 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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