ImmunoGen Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0687 | 9.79 | |
| 0.1178 | 4.84 | |
| 0.5335 | 7.60 | |
| 0.0574 | 1.38 | |
| -0.0972 | -1.48 | |
| 0.0721 | 1.43 | |
| -0.1356 | -2.49 | |
| 0.2304 | 4.37 | |
| -0.2111 | -4.72 | |
| 0.1687 | 3.25 | |
| -0.1390 | -1.56 | |
| 0.0628 | 0.68 | |
| -0.0089 | -0.14 |
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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