Medimmune LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5680 | 3.58 | |
| 0.1139 | 4.01 | |
| 0.6598 | 6.89 | |
| 0.0788 | 0.67 | |
| -0.1833 | -1.17 | |
| 0.3042 | 3.35 | |
| -0.4294 | -5.01 | |
| 0.3055 | 3.47 | |
| 0.0702 | 0.46 |
Estimation Period:
May 7, 1991 to Jun 18, 2007
May 7, 1991 to Jun 18, 2007
News Impact Curve
Volatility Forecasts
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