PanAust Ltd MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 4.22 | |
| 0.0942 | 18.37 | |
| 0.9058 | 319.28 |
Estimation Period:
Jan 5, 1996 to Jun 5, 2015
Jan 5, 1996 to Jun 5, 2015
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities