Baxalta Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5127 | 14.11 | |
| 0.0699 | 2.04 | |
| -0.5315 | -8.14 | |
| -0.2406 | -10.86 |
Estimation Period:
Jun 15, 2015 to May 27, 2016
Jun 15, 2015 to May 27, 2016
News Impact Curve
Volatility Forecasts
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