Horizon Therapeutics Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1820 | 5.56 | |
| 0.0703 | 2.26 | |
| 0.7114 | 5.02 | |
| -0.4427 | -0.73 | |
| 0.6111 | 0.63 | |
| -0.1338 | -0.15 | |
| -0.0613 | -0.06 | |
| -0.4228 | -0.42 | |
| 1.0379 | 1.34 | |
| -0.5946 | -0.82 | |
| -0.6959 | -0.75 | |
| 2.1095 | 2.38 | |
| -4.7129 | -3.26 |
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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