AMAG Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3811 | 10.50 | |
| 0.1117 | 6.85 | |
| 0.7508 | 21.18 | |
| 0.0181 | 0.90 | |
| 0.0309 | 0.98 | |
| -0.1095 | -3.93 | |
| 0.0992 | 2.76 | |
| -0.0595 | -1.52 | |
| 0.0440 | 1.24 | |
| -0.0385 | -1.55 |
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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