Arena Pharmaceuticals Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2609 | 4.76 | |
| 0.2642 | 3.94 | |
| 0.5968 | 14.54 | |
| 0.0194 | 0.12 | |
| 0.2289 | 0.89 | |
| -0.3906 | -2.12 | |
| 0.2981 | 1.56 | |
| -0.3487 | -1.70 | |
| 0.2048 | 1.04 | |
| 0.1423 | 0.77 | |
| -0.3949 | -2.33 | |
| 0.5085 | 2.69 | |
| -0.8854 | -2.69 |
Estimation Period:
Jul 28, 2000 to Mar 4, 2022
Jul 28, 2000 to Mar 4, 2022
News Impact Curve
Volatility Forecasts
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