Sorrento Tech Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1381 | 6.28 | |
| 0.1614 | 10.74 | |
| 0.9720 | 180.71 | |
| -0.0033 | -0.19 |
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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