Cepheid Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5871 | 3.71 | |
| 0.1756 | 4.10 | |
| 0.3687 | 3.67 | |
| -0.1468 | -0.84 | |
| 0.1485 | 0.62 | |
| 0.2206 | 1.72 | |
| -0.4355 | -3.19 | |
| 0.2501 | 1.81 | |
| -0.0233 | -0.19 | |
| 0.3495 | 1.45 |
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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