NGM Biopharmaceuticals, Inc. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6132 | 6.70 | |
| 0.2944 | 12.12 | |
| 0.4818 | 6.28 | |
| -0.1210 | -5.30 |
Estimation Period:
Apr 4, 2019 to Mar 28, 2024
Apr 4, 2019 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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