Alexion Pharmaceuticals Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 10.67 | |
| 0.0187 | 12.41 | |
| 0.9543 | 525.18 | |
| 0.0489 | 14.43 |
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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