Cephalon Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 6.82 | |
| 0.1740 | 34.33 | |
| 0.9944 | 877.68 | |
| -0.0406 | -11.80 |
Estimation Period:
Apr 24, 1991 to Oct 13, 2011
Apr 24, 1991 to Oct 13, 2011
News Impact Curve
Volatility Forecasts
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