Neuroderm Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2420 | 4.23 | |
| 0.3176 | 3.02 | |
| 0.3138 | 2.47 | |
| -41.7613 | -2.52 | |
| 72.2942 | 2.58 | |
| -52.5561 | -2.70 | |
| 38.4785 | 2.66 | |
| -32.9679 | -2.72 | |
| 31.6136 | 2.48 | |
| -9.6569 | -0.66 | |
| -20.5299 | -1.23 | |
| 13.0973 | 0.64 | |
| -66.1062 | -1.80 |
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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