Pendrell Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 25th, 2022:102.29% (-19.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1944 | 16.09 | |
| 0.6198 | 42.34 | |
| 0.0627 | 3.77 | |
| 0.3792 | 3.88 | |
| 0.1790 | 6.11 | |
| 0.8191 | 27.47 |
Estimation Period:
Jun 12, 2000 to Apr 22, 2022
Jun 12, 2000 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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