Alexion Pharmaceuticals Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 10.78 | |
| 0.0915 | 23.39 | |
| 0.9943 | 1,682.35 | |
| -0.0273 | -8.12 |
Estimation Period:
Feb 29, 1996 to Jul 16, 2021
Feb 29, 1996 to Jul 16, 2021
News Impact Curve
Volatility Forecasts
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