Pendrell Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, April 25th, 2022:74.68% (-6.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0862 | 13.22 | |
| 0.2658 | 24.20 | |
| 0.9852 | 719.13 | |
| -0.0294 | -2.80 |
Estimation Period:
Jun 12, 2000 to Apr 22, 2022
Jun 12, 2000 to Apr 22, 2022
News Impact Curve
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