Mimecast Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0732 | 5.37 | |
| 0.1560 | 4.18 | |
| 0.6732 | 9.32 | |
| -1.0033 | -2.58 | |
| 1.7109 | 2.89 | |
| -1.1222 | -2.37 | |
| 0.8651 | 1.57 | |
| -4.0948 | -5.22 |
Estimation Period:
Nov 19, 2015 to May 13, 2022
Nov 19, 2015 to May 13, 2022
News Impact Curve
Volatility Forecasts
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