Momenta Pharmaceuticals Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9489 | 6.53 | |
| 0.2497 | 5.15 | |
| 0.4857 | 6.23 | |
| 0.0240 | 0.12 | |
| -0.1062 | -0.33 | |
| 0.1550 | 0.68 | |
| -0.2498 | -1.02 | |
| 0.4163 | 1.79 | |
| -0.3032 | -1.89 | |
| -0.0355 | -0.21 | |
| 0.4801 | 1.40 |
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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