Cepheid AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 1.45 | |
| 0.1265 | 31.80 | |
| 0.8336 | 295.19 | |
| 2.5592 | 15.22 |
Estimation Period:
Jun 21, 2000 to Nov 4, 2016
Jun 21, 2000 to Nov 4, 2016
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities