Phatra Capital PCL Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3644 | 12.01 | |
| 0.2686 | 11.49 | |
| 0.5400 | 16.50 | |
| 0.3828 | 1.65 |
Estimation Period:
Jan 5, 2011 to Sep 24, 2012
Jan 5, 2011 to Sep 24, 2012
News Impact Curve
Volatility Forecasts
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