Myovant Sciences Ltd. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0994 | 4.48 | |
| 0.1641 | 2.59 | |
| 0.8219 | 40.96 | |
| 0.7974 | 0.11 | |
| -2.5457 | -0.26 | |
| 2.7535 | 0.40 | |
| 0.4282 | 0.07 | |
| -3.8976 | -0.70 | |
| 3.6612 | 0.58 | |
| -5.3333 | -0.77 | |
| 13.1840 | 1.57 | |
| -24.4078 | -2.68 | |
| 24.8965 | 4.73 |
Estimation Period:
Oct 27, 2016 to Mar 3, 2023
Oct 27, 2016 to Mar 3, 2023
News Impact Curve
Volatility Forecasts
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