Principia Biopharma Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0070 | 5.78 | |
| 0.1239 | 6.77 | |
| 0.8135 | 50.79 | |
| 0.0098 | 0.30 |
Estimation Period:
Sep 14, 2018 to Sep 25, 2020
Sep 14, 2018 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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