PDL BioPharma Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8757 | 7.09 | |
| 0.1002 | 4.35 | |
| 0.6954 | 10.62 | |
| -0.0844 | -1.92 | |
| 0.1789 | 2.76 | |
| -0.2474 | -5.13 | |
| 0.2892 | 5.63 | |
| -0.2579 | -4.25 | |
| 0.2312 | 3.75 | |
| -0.1403 | -2.46 | |
| 0.0423 | 0.63 |
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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