Pendrell Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, April 25th, 2022:100.24% (-10.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4620 | 13.38 | |
| 0.2382 | 38.88 | |
| 0.8046 | 286.64 | |
| 0.1519 | 1.16 |
Estimation Period:
Jun 12, 2000 to Apr 22, 2022
Jun 12, 2000 to Apr 22, 2022
News Impact Curve
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