Neuroderm Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3058 | 2.58 | |
| 0.3701 | 4.20 | |
| 0.5514 | 9.15 | |
| 2.4446 | 0.30 | |
| 0.2636 | 0.02 | |
| -4.6196 | -0.43 | |
| 1.3964 | 0.16 | |
| 13.0273 | 1.24 | |
| -43.9881 | -4.13 | |
| 51.6806 | 6.84 |
Estimation Period:
Nov 14, 2014 to Oct 13, 2017
Nov 14, 2014 to Oct 13, 2017
News Impact Curve
Volatility Forecasts
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