RiskMetrics Group LLC MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4556 | 4.57 | |
| 0.1944 | 11.79 | |
| 0.8057 | 77.07 |
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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