Sorrento Tech Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3225 | 2.74 | |
| 0.5143 | 1.89 | |
| 0.0215 | 0.31 | |
| -21.6284 | -1.60 | |
| 29.0074 | 1.57 | |
| -8.8244 | -0.88 | |
| 2.3569 | 0.30 | |
| -0.1911 | -0.02 | |
| -5.9264 | -0.58 | |
| 4.5980 | 0.51 | |
| 15.9930 | 1.58 | |
| -35.8536 | -1.67 |
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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