Corium LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6296 | 2.75 | |
| 0.1232 | 2.38 | |
| 0.1372 | 0.70 | |
| -0.6652 | -0.55 | |
| 0.8509 | 0.53 | |
| -1.0361 | -1.29 | |
| 1.1066 | 1.52 | |
| 1.6976 | 0.89 |
Estimation Period:
Apr 3, 2014 to Nov 21, 2018
Apr 3, 2014 to Nov 21, 2018
News Impact Curve
Volatility Forecasts
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