Mallinckrodt PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7549 | 8.53 | |
| 0.1189 | 11.03 | |
| 0.8220 | 124.85 | |
| 0.1182 | 4.34 |
Estimation Period:
Jun 17, 2013 to Nov 3, 2023
Jun 17, 2013 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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