Chiasma Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7089 | 12.44 | |
| 0.0815 | 9.26 | |
| 0.7665 | 70.71 | |
| 0.1600 | 5.98 |
Estimation Period:
Jul 16, 2015 to Jul 30, 2021
Jul 16, 2015 to Jul 30, 2021
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities