Astellas Gene Therapies Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5975 | 2.89 | |
| 0.0000 | 0.00 | |
| 0.9990 | 16.91 | |
| -36.2126 | -0.68 | |
| 46.7707 | 1.15 | |
| -15.0144 | -0.95 | |
| 10.1096 | 0.92 | |
| -12.7456 | -0.90 | |
| 13.2994 | 0.97 | |
| -9.9835 | -0.72 | |
| 0.1093 | 0.01 | |
| 15.6637 | 1.75 | |
| -18.5271 | -2.77 |
Estimation Period:
Jul 20, 2016 to Jan 10, 2020
Jul 20, 2016 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
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