Pendrell Corp GARCH Volatility Analysis
Volatility Prediction for Monday, April 25th, 2022:76.15% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2643 | 15.77 | |
| 0.1110 | 22.11 | |
| 0.8890 | 247.57 |
Estimation Period:
Jun 12, 2000 to Apr 22, 2022
Jun 12, 2000 to Apr 22, 2022
News Impact Curve
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