BioSpecifics Technologies LLC GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 6.84 | |
| 0.0347 | 11.09 | |
| 0.9476 | 562.35 | |
| 0.0354 | 5.01 |
Estimation Period:
Nov 14, 1991 to Nov 27, 2020
Nov 14, 1991 to Nov 27, 2020
News Impact Curve
Volatility Forecasts
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