Cerevel Therapeutics Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5507 | 1.48 | |
| 0.0877 | 1.93 | |
| 0.3649 | 1.18 | |
| -5.6057 | -0.34 | |
| -0.0719 | -0.00 | |
| 12.1189 | 1.07 | |
| -11.4431 | -1.68 | |
| 7.1946 | 1.42 | |
| -4.6525 | -0.68 | |
| 9.1710 | 0.87 | |
| -28.8775 | -2.20 | |
| 73.2759 | 4.92 |
Estimation Period:
Jul 30, 2020 to Jul 26, 2024
Jul 30, 2020 to Jul 26, 2024
News Impact Curve
Volatility Forecasts
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