ObsEva SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4397 | 4.67 | |
| 0.2363 | 3.68 | |
| 0.5457 | 5.58 | |
| -7.4425 | -3.19 | |
| 12.8806 | 3.52 | |
| -11.2804 | -3.71 | |
| 13.7131 | 3.19 | |
| -13.9788 | -2.13 | |
| 7.5671 | 1.03 | |
| -3.5737 | -0.58 | |
| 6.9659 | 1.58 | |
| -7.7729 | -2.26 | |
| 6.0115 | 0.63 |
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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