AMAG Pharmaceuticals Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1825 | 18.39 | |
| 0.2073 | 34.21 | |
| 0.9341 | 247.45 | |
| -0.0252 | -4.43 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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