Invitae Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1103 | 1.78 | |
| 0.0080 | 0.94 | |
| 0.9705 | 168.08 | |
| 0.0430 | 3.80 |
Estimation Period:
Feb 12, 2015 to Aug 2, 2024
Feb 12, 2015 to Aug 2, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities