Nexvet Biopharma plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4601 | 3.33 | |
| 0.2236 | 2.43 | |
| 0.0000 | 0.00 | |
| -10.3115 | -0.79 | |
| 6.6929 | 0.32 | |
| 1.9037 | 0.14 | |
| 4.5671 | 0.45 | |
| 1.1368 | 0.12 | |
| -3.7172 | -0.24 | |
| -66.9143 | -1.67 |
Estimation Period:
Feb 5, 2015 to Jul 28, 2017
Feb 5, 2015 to Jul 28, 2017
News Impact Curve
Volatility Forecasts
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