Achillion Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8097 | 2.36 | |
| 0.1435 | 3.66 | |
| 0.3123 | 2.29 | |
| 0.1080 | 0.28 | |
| -0.5798 | -1.17 | |
| 0.8414 | 3.48 | |
| -0.4241 | -1.94 | |
| -0.1183 | -0.40 | |
| 0.3543 | 1.13 | |
| -0.2448 | -0.78 | |
| 0.0779 | 0.27 |
Estimation Period:
Oct 26, 2006 to Jan 24, 2020
Oct 26, 2006 to Jan 24, 2020
News Impact Curve
Volatility Forecasts
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