Cepheid GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0863 | 5.63 | |
| 0.0000 | 0.00 | |
| 0.9729 | 469.07 | |
| 0.0462 | 10.73 |
Estimation Period:
Jun 21, 2000 to Nov 4, 2016
Jun 21, 2000 to Nov 4, 2016
News Impact Curve
Volatility Forecasts
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