Actelion Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1047 | 12.26 | |
| 0.0701 | 22.99 | |
| 0.9142 | 253.53 |
Estimation Period:
Apr 5, 2000 to Nov 3, 2017
Apr 5, 2000 to Nov 3, 2017
News Impact Curve
Volatility Forecasts
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