Rockley Photonics Hlding Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4887 | 0.01 | |
| 0.4171 | 0.00 | |
| 0.5829 | 0.00 | |
| -36.7583 | -0.00 | |
| 49.1933 | 0.00 | |
| -24.8794 | -0.00 | |
| 40.3197 | 0.01 | |
| -52.4600 | -0.02 | |
| 33.2429 | 0.02 | |
| -12.1363 | -0.01 |
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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