Momenta Pharmaceuticals Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4521 | 18.36 | |
| 0.3653 | 31.04 | |
| 0.8342 | 91.86 | |
| 0.0605 | 6.80 |
Estimation Period:
Jun 22, 2004 to Sep 25, 2020
Jun 22, 2004 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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