Momenta Pharmaceuticals Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3078 | 24.50 | |
| 0.2962 | 22.93 | |
| 0.5042 | 36.11 | |
| -0.5659 | -5.14 |
Estimation Period:
Jun 22, 2004 to Sep 25, 2020
Jun 22, 2004 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
Other Momenta Pharmaceuticals Inc Analyses
Other AGARCH Analyses on Equities