PDL BioPharma Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9646 | 7.51 | |
| 0.1093 | 4.35 | |
| 0.6520 | 9.80 | |
| -0.0382 | -0.47 | |
| 0.0658 | 0.50 | |
| -0.0069 | -0.07 | |
| -0.1802 | -2.47 | |
| 0.3443 | 3.80 | |
| -0.3069 | -2.63 | |
| 0.1258 | 1.10 | |
| 0.1344 | 1.46 | |
| -0.2411 | -3.22 | |
| 0.1206 | 2.20 |
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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