Dyax Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3448 | 6.17 | |
| 0.1357 | 6.02 | |
| 0.5809 | 8.90 | |
| -0.0197 | -0.13 | |
| -0.0943 | -0.41 | |
| 0.3576 | 2.38 | |
| -0.5038 | -4.66 | |
| 0.4695 | 3.07 | |
| -0.2775 | -1.22 | |
| 0.0771 | 0.28 |
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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