Anacor Pharmaceuticals LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9062 | 3.54 | |
| 0.1118 | 2.55 | |
| 0.4075 | 2.44 | |
| 0.7037 | 0.41 | |
| -3.2077 | -1.43 | |
| 6.2887 | 4.25 | |
| -6.4275 | -3.70 | |
| 2.5259 | 1.21 | |
| 1.3108 | 0.61 | |
| -0.9964 | -0.42 | |
| -0.2464 | -0.07 |
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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