Aralez Pharmaceuticals Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3660 | 3.65 | |
| 0.1669 | 3.58 | |
| 0.5242 | 5.00 | |
| 0.7231 | 2.50 | |
| -0.9245 | -1.90 | |
| 0.3742 | 0.90 | |
| -0.3761 | -0.93 | |
| 0.3239 | 0.85 | |
| -0.1225 | -0.41 | |
| -0.0584 | -0.30 | |
| 0.2435 | 0.95 | |
| -0.2056 | -0.73 | |
| 0.5755 | 1.66 |
Estimation Period:
Oct 11, 2000 to May 17, 2019
Oct 11, 2000 to May 17, 2019
News Impact Curve
Volatility Forecasts
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