NGM Biopharmaceuticals, Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5805 | 4.32 | |
| 0.0571 | 2.02 | |
| 0.3873 | 0.91 | |
| 0.3393 | 0.11 | |
| -3.7914 | -0.87 | |
| 8.2261 | 2.53 | |
| -9.8187 | -2.03 | |
| 10.1073 | 1.94 | |
| -9.3234 | -2.21 | |
| 7.3049 | 2.34 | |
| -4.3609 | -2.51 |
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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