PDL BioPharma Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 5.07 | |
| 0.0264 | 11.79 | |
| 0.9774 | 993.26 | |
| -0.0120 | -3.60 |
Estimation Period:
Jan 29, 1992 to Dec 24, 2020
Jan 29, 1992 to Dec 24, 2020
News Impact Curve
Volatility Forecasts
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