ImmunoGen Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9329 | 13.56 | |
| 0.0779 | 21.74 | |
| 0.8916 | 234.81 | |
| 1.3711 | 6.87 |
Estimation Period:
Jan 2, 1990 to Feb 9, 2024
Jan 2, 1990 to Feb 9, 2024
News Impact Curve
Volatility Forecasts
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