Codiak Biosciences Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8504 | 5.38 | |
| 0.1366 | 7.12 | |
| 0.8289 | 77.64 | |
| 0.0342 | 0.67 |
Estimation Period:
Oct 14, 2020 to Mar 31, 2023
Oct 14, 2020 to Mar 31, 2023
News Impact Curve
Volatility Forecasts
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