Biocorp Production Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4221 | 1.67 | |
| 0.2007 | 8.22 | |
| 0.7934 | 36.91 | |
| -3.7589 | -0.97 | |
| 3.8597 | 0.81 | |
| 0.4032 | 0.15 | |
| 0.7777 | 0.31 | |
| -3.1451 | -1.30 | |
| 4.3203 | 1.49 | |
| -11.7252 | -1.97 | |
| 25.8586 | 1.98 | |
| -30.1491 | -2.21 | |
| 18.0640 | 3.05 |
Estimation Period:
Jul 10, 2015 to Oct 6, 2023
Jul 10, 2015 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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