NYMEX Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.17 | |
| 0.2197 | 16.29 | |
| 0.5951 | 45.46 | |
| 0.3705 | 6.40 |
Estimation Period:
Nov 16, 2006 to Aug 21, 2008
Nov 16, 2006 to Aug 21, 2008
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equities