Oncorus Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4957 | 1.92 | |
| 0.0406 | 1.09 | |
| 0.4281 | 0.78 | |
| -1.1522 | -0.08 | |
| -1.6234 | -0.08 | |
| 17.3165 | 0.92 | |
| -31.9427 | -1.31 | |
| 28.0710 | 1.23 | |
| -14.5002 | -0.82 | |
| -0.0220 | -0.00 | |
| 18.7067 | 1.48 | |
| -32.8772 | -2.26 | |
| 51.6227 | 2.35 |
Estimation Period:
Oct 2, 2020 to Dec 29, 2023
Oct 2, 2020 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities