Principia Biopharma Inc. MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2868 | 23.88 | |
| 0.7479 | 64.34 | |
| -0.0695 | -4.78 | |
| 0.0764 | 30.47 | |
| 1.0000 | 43.51 | |
| 0.0000 | 0.02 |
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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