Novartis Vaccines and Diagnostics Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 7.62 | |
| 0.0467 | 23.71 | |
| 0.9463 | 387.52 | |
| -0.2859 | -2.18 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2006
Jan 1, 1990 to Apr 19, 2006
News Impact Curve
Volatility Forecasts
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