Metacrine Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0557 | 2.74 | |
| 0.1300 | 2.22 | |
| 0.4706 | 1.99 | |
| 10.3660 | 0.94 | |
| -16.4321 | -1.07 | |
| 18.4510 | 1.76 | |
| -28.1595 | -1.78 | |
| 16.8123 | 0.91 | |
| 10.6776 | 0.83 | |
| -27.3248 | -1.90 |
Estimation Period:
Sep 16, 2020 to Feb 3, 2023
Sep 16, 2020 to Feb 3, 2023
News Impact Curve
Volatility Forecasts
Other Metacrine Inc Analyses
Other Spline-GARCH Analyses on Equities