Mallinckrodt PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3096 | 2.05 | |
| 0.1729 | 4.38 | |
| 0.6515 | 9.32 | |
| -0.6227 | -0.37 | |
| 2.1013 | 0.95 | |
| -3.4620 | -3.24 | |
| 3.8141 | 2.74 | |
| -3.3192 | -1.54 | |
| 2.7623 | 1.22 | |
| -1.6119 | -0.93 | |
| -1.2065 | -0.70 | |
| 6.1000 | 2.23 |
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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