Cephalon Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 7.60 | |
| 0.0478 | 17.66 | |
| 0.9368 | 438.17 | |
| 0.0308 | 6.98 |
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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