ImmunoGen Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0727 | 9.49 | |
| 0.1079 | 17.81 | |
| 0.9815 | 545.58 | |
| -0.0298 | -6.19 |
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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