NYMEX MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.17 | |
| 0.3815 | 9.70 | |
| 0.6186 | 45.06 |
Estimation Period:
Nov 16, 2006 to Aug 21, 2008
Nov 16, 2006 to Aug 21, 2008
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equities