Rockley Photonics Hlding Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1231 | 7.02 | |
| 0.6206 | 13.31 | |
| 0.9852 | 278.38 | |
| 0.1464 | 2.93 |
Estimation Period:
Sep 9, 2019 to Jan 20, 2023
Sep 9, 2019 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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