Lundbeck Seattle Biopharmaceuticals Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4415 | 9.99 | |
| 0.1215 | 7.04 | |
| 0.7756 | 48.67 | |
| -0.0505 | -1.77 |
Estimation Period:
May 8, 2014 to Oct 18, 2019
May 8, 2014 to Oct 18, 2019
News Impact Curve
Volatility Forecasts
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