Ausy MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 4.80 | |
| 0.0932 | 20.38 | |
| 0.9068 | 282.83 |
Estimation Period:
May 3, 1999 to Jan 27, 2017
May 3, 1999 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
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