Sorrento Tech Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3343 | 2.77 | |
| 0.5327 | 1.89 | |
| 0.0245 | 0.37 | |
| -20.7086 | -1.58 | |
| 27.7103 | 1.54 | |
| -8.2563 | -0.82 | |
| 1.9078 | 0.24 | |
| 0.5446 | 0.07 | |
| -7.4390 | -0.73 | |
| 7.7556 | 0.91 | |
| 9.6490 | 1.66 | |
| -19.8311 | -4.04 |
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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