Aimmune Therapeutics Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4072 | 16.00 | |
| 0.3457 | 13.48 | |
| 0.8571 | 89.69 | |
| -0.1202 | -10.07 |
Estimation Period:
Aug 6, 2015 to Oct 9, 2020
Aug 6, 2015 to Oct 9, 2020
News Impact Curve
Volatility Forecasts
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