Rockley Photonics Hlding Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 3.25 | |
| 0.3186 | 1.45 | |
| 0.7377 | 11.46 | |
| -0.1126 | -0.54 |
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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