Checkmate Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7069 | 3.31 | |
| 0.0603 | 1.30 | |
| 0.0000 | 0.00 | |
| -21.4591 | -0.65 | |
| 20.0669 | 0.40 | |
| 23.5191 | 0.71 | |
| -72.5704 | -2.24 | |
| 110.9141 | 3.44 | |
| -93.9638 | -3.00 | |
| 41.9899 | 1.29 | |
| 14.6019 | 0.42 | |
| -45.0810 | -1.30 |
Estimation Period:
Aug 7, 2020 to May 27, 2022
Aug 7, 2020 to May 27, 2022
News Impact Curve
Volatility Forecasts
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