Allergan UnLtd Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 8.95 | |
| 0.1068 | 28.62 | |
| 0.9882 | 929.64 | |
| -0.0522 | -18.46 |
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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