Cephalon Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5678 | 2.57 | |
| 0.1561 | 2.71 | |
| 0.8027 | 31.03 | |
| -0.0196 | -0.10 | |
| 0.1280 | 0.40 | |
| -0.2847 | -1.14 | |
| 0.3586 | 1.25 | |
| -0.4450 | -1.37 | |
| 0.3124 | 0.98 | |
| 0.1998 | 0.62 | |
| -0.5791 | -1.56 | |
| 0.7367 | 1.82 | |
| -1.6012 | -4.16 |
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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