Enzymotec Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0585 | 2.88 | |
| 0.1996 | 3.44 | |
| 0.4139 | 3.12 | |
| 2.5023 | 0.27 | |
| -7.1043 | -0.47 | |
| 7.0975 | 0.69 | |
| -3.5166 | -0.37 | |
| -0.0784 | -0.01 | |
| 3.6465 | 0.40 | |
| -2.3853 | -0.35 | |
| -4.2332 | -0.59 | |
| 10.6884 | 1.27 | |
| -34.8841 | -3.19 |
Estimation Period:
Sep 27, 2013 to Jan 5, 2018
Sep 27, 2013 to Jan 5, 2018
News Impact Curve
Volatility Forecasts
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