Cephalon Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8672 | 2.43 | |
| 0.1450 | 5.76 | |
| 0.8451 | 67.72 | |
| 0.0094 | 0.04 | |
| -0.0499 | -0.17 | |
| 0.0387 | 0.24 | |
| -0.1046 | -0.70 | |
| 0.2980 | 1.95 | |
| -0.4759 | -3.41 | |
| 0.4898 | 5.06 |
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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