Novartis Vaccines and Diagnostics Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0972 | 0.74 | |
| 0.3740 | 4.34 | |
| -0.0917 | -0.72 | |
| 0.6410 | 0.06 | |
| 1.0000 | 0.05 | |
| 0.0000 | 0.00 |
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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