Cephalon Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0505 | 13.35 | |
| 0.9342 | 270.32 | |
| 0.0304 | 8.23 | |
| 10.0000 | 6.74 | |
| 0.0000 | 0.01 | |
| 0.9862 | 231.19 |
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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