ObsEva SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4569 | 4.69 | |
| 0.2464 | 3.88 | |
| 0.5438 | 5.64 | |
| -7.2253 | -3.10 | |
| 12.5641 | 3.42 | |
| -11.0529 | -3.56 | |
| 13.4442 | 3.05 | |
| -13.6749 | -2.03 | |
| 7.0878 | 0.95 | |
| -2.6262 | -0.42 | |
| 5.1272 | 1.03 | |
| -4.3504 | -0.85 | |
| -0.4862 | -0.12 |
Estimation Period:
Jan 26, 2017 to Mar 17, 2023
Jan 26, 2017 to Mar 17, 2023
News Impact Curve
Volatility Forecasts
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