Anacor Pharmaceuticals LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8928 | 3.50 | |
| 0.1141 | 2.63 | |
| 0.4100 | 2.49 | |
| 0.5643 | 0.33 | |
| -3.0115 | -1.33 | |
| 6.2078 | 4.18 | |
| -6.4074 | -3.68 | |
| 2.5734 | 1.23 | |
| 1.1497 | 0.54 | |
| -0.6017 | -0.26 | |
| -1.2533 | -0.68 |
Estimation Period:
Nov 25, 2010 to Jun 17, 2016
Nov 25, 2010 to Jun 17, 2016
News Impact Curve
Volatility Forecasts
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