Nymagic Inc Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1594 | 18.35 | |
| 0.1378 | 18.16 | |
| 0.8103 | 139.92 | |
| 0.0564 | 3.77 |
Estimation Period:
Jan 1, 1990 to Nov 23, 2010
Jan 1, 1990 to Nov 23, 2010
News Impact Curve
Volatility Forecasts
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