ImmunoGen Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7255 | 11.42 | |
| 0.0381 | 9.83 | |
| 0.9145 | 244.79 | |
| 0.0606 | 7.41 |
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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