Horizon Therapeutics Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4581 | 8.34 | |
| 0.0425 | 12.38 | |
| 0.8991 | 166.94 | |
| 0.0807 | 7.36 |
Estimation Period:
Jul 28, 2011 to Sep 29, 2023
Jul 28, 2011 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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