Mallinckrodt PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4472 | 6.97 | |
| 0.0505 | 6.95 | |
| 0.8847 | 218.08 | |
| 0.1294 | 4.08 |
Estimation Period:
Jun 14, 2013 to Jun 15, 2022
Jun 14, 2013 to Jun 15, 2022
News Impact Curve
Volatility Forecasts
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