Allergan UnLtd Co MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0778 | 8.24 | |
| 0.1420 | 36.72 | |
| 0.8482 | 191.07 |
Estimation Period:
Feb 17, 1993 to May 8, 2020
Feb 17, 1993 to May 8, 2020
News Impact Curve
Volatility Forecasts
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