Sciclone Pharmaceuticals Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6777 | 4.51 | |
| 0.1137 | 1.98 | |
| 0.4422 | 1.77 | |
| 42.6117 | 4.20 | |
| -66.5509 | -3.58 | |
| 40.2990 | 2.53 | |
| -31.7641 | -2.67 | |
| 38.4223 | 3.25 | |
| -50.8341 | -3.06 | |
| 44.5935 | 2.39 | |
| -16.3771 | -1.22 | |
| -6.7558 | -0.61 | |
| -36.2333 | -1.54 |
Estimation Period:
Mar 3, 2021 to Jul 5, 2024
Mar 3, 2021 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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