Sorrento Tech Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5187 | 5.28 | |
| 0.3983 | 8.27 | |
| 0.6728 | 18.16 | |
| -0.3804 | -0.64 |
Estimation Period:
Jul 17, 2014 to Dec 22, 2017
Jul 17, 2014 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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