Sorrento Tech Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7538 | 6.13 | |
| 0.2206 | 5.35 | |
| 0.7529 | 25.28 | |
| 0.0531 | 0.94 |
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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