PMA Capital Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1687 | 16.02 | |
| 0.1874 | 23.80 | |
| 0.7771 | 143.12 | |
| 0.0678 | 4.88 |
Estimation Period:
Oct 5, 1994 to Sep 30, 2010
Oct 5, 1994 to Sep 30, 2010
News Impact Curve
Volatility Forecasts
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