Baxalta Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4006 | 2.03 | |
| 0.0187 | 2.73 | |
| 0.9070 | 23.42 |
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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