VIP GLOVES FPO Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.62 | |
| 0.1773 | 12.17 | |
| 0.8057 | 109.25 | |
| -0.1138 | -5.89 |
Estimation Period:
Feb 5, 1997 to Jan 25, 2023
Feb 5, 1997 to Jan 25, 2023
News Impact Curve
Volatility Forecasts
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