Pfenex Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.26 | |
| 0.1458 | 8.56 | |
| 0.5853 | 27.75 | |
| 0.0831 | 2.44 |
Estimation Period:
Jul 24, 2014 to Sep 25, 2020
Jul 24, 2014 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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