PMA Capital Corp MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1612 | 13.02 | |
| 0.2221 | 29.72 | |
| 0.7758 | 142.92 |
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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