Celgene Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 13.77 | |
| 0.0352 | 19.58 | |
| 0.9455 | 542.76 | |
| 0.0358 | 9.30 |
Estimation Period:
Jan 2, 1990 to Nov 22, 2019
Jan 2, 1990 to Nov 22, 2019
News Impact Curve
Volatility Forecasts
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