Intra-Cellular Therapies Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0057 | 5.39 | |
| 0.1029 | 1.34 | |
| 0.3136 | 1.36 | |
| 1.0658 | 1.39 | |
| -1.7430 | -1.26 | |
| 0.7145 | 0.57 | |
| 0.0216 | 0.02 | |
| 0.5084 | 0.55 | |
| -1.8392 | -2.34 | |
| 2.3632 | 3.92 | |
| -1.8537 | -3.48 | |
| 1.3089 | 2.45 | |
| -0.6567 | -1.60 |
Estimation Period:
Dec 30, 2013 to Mar 28, 2025
Dec 30, 2013 to Mar 28, 2025
News Impact Curve
Volatility Forecasts
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