Metacrine Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9180 | 2.45 | |
| 0.1650 | 2.64 | |
| 0.5076 | 2.85 | |
| -1.1139 | -0.19 | |
| 7.0865 | 0.85 | |
| -15.8639 | -2.26 | |
| 15.9507 | 2.13 | |
| -7.0281 | -1.56 |
Estimation Period:
Sep 16, 2020 to Feb 3, 2023
Sep 16, 2020 to Feb 3, 2023
News Impact Curve
Volatility Forecasts
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