AMAG Pharmaceuticals Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1541 | 8.93 | |
| 0.1089 | 6.66 | |
| 0.7296 | 17.44 | |
| -0.0958 | -2.40 | |
| 0.2328 | 3.76 | |
| -0.2151 | -4.87 | |
| 0.0761 | 1.75 | |
| 0.0253 | 0.43 | |
| -0.0437 | -0.68 | |
| 0.0467 | 0.85 | |
| -0.0479 | -0.81 | |
| 0.0896 | 0.90 |
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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