Phatra Capital PCL MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2173 | 3.57 | |
| 0.3706 | 2.81 | |
| 0.6294 | 29.04 |
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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