Dyax Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1045 | 5.59 | |
| 0.1049 | 20.50 | |
| 0.9694 | 198.00 | |
| -0.0481 | -6.27 |
Estimation Period:
Aug 15, 2000 to Jan 19, 2016
Aug 15, 2000 to Jan 19, 2016
News Impact Curve
Volatility Forecasts
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