AMAG Pharmaceuticals Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9338 | 19.28 | |
| 0.0730 | 16.11 | |
| 0.8285 | 152.83 | |
| 0.0627 | 7.04 |
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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