Aerie Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7985 | 0.02 | |
| 0.2267 | 0.00 | |
| 0.7733 | 0.01 | |
| 2.9249 | 0.00 | |
| -9.3735 | -0.00 | |
| 8.9438 | 0.02 | |
| -3.5316 | -0.04 | |
| 2.0356 | 1.01 | |
| -1.3881 | -0.01 | |
| 0.4971 | 0.00 | |
| -3.2136 | -0.00 | |
| 5.9430 | 0.00 |
Estimation Period:
Oct 25, 2013 to Nov 18, 2022
Oct 25, 2013 to Nov 18, 2022
News Impact Curve
Volatility Forecasts
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