Novartis Vaccines and Diagnostics Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 5.16 | |
| 0.0332 | 8.69 | |
| 0.9655 | 430.07 | |
| -0.0047 | -0.61 |
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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