Mallinckrodt PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3589 | 1.63 | |
| 0.2189 | 4.55 | |
| 0.6969 | 15.15 | |
| -0.3217 | -0.16 | |
| 1.8321 | 0.70 | |
| -3.6750 | -3.08 | |
| 4.2197 | 2.70 | |
| -3.7738 | -1.57 | |
| 3.1362 | 1.21 | |
| -2.0815 | -1.02 | |
| 0.2846 | 0.14 | |
| 0.1928 | 0.09 | |
| 3.8799 | 1.88 |
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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