RiskMetrics Group LLC Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2461 | 5.07 | |
| 0.0481 | 6.52 | |
| 0.8495 | 126.68 | |
| 0.2049 | 5.38 |
Estimation Period:
Jan 24, 2008 to Jun 1, 2010
Jan 24, 2008 to Jun 1, 2010
News Impact Curve
Volatility Forecasts
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