Ausy Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 7.05 | |
| 0.0997 | 14.28 | |
| 0.9078 | 274.59 | |
| -0.0150 | -1.55 |
Estimation Period:
May 3, 1999 to Jan 27, 2017
May 3, 1999 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on International Equities