Value Group Ltd Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 9.10 | |
| 0.0520 | 13.50 | |
| 0.9544 | 426.45 | |
| -0.0140 | -2.67 |
Estimation Period:
Oct 26, 1998 to Jun 18, 2021
Oct 26, 1998 to Jun 18, 2021
News Impact Curve
Volatility Forecasts
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