Medtech Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7047 | 2.31 | |
| 0.3373 | 4.23 | |
| 0.6329 | 10.18 | |
| -26.4594 | -1.39 | |
| 38.2429 | 1.41 | |
| -6.4472 | -0.35 | |
| -17.5903 | -0.97 | |
| 23.3672 | 1.24 | |
| -48.4373 | -1.71 | |
| 132.4406 | 2.01 | |
| -286.0032 | -2.75 |
Estimation Period:
Nov 27, 2013 to Sep 23, 2016
Nov 27, 2013 to Sep 23, 2016
News Impact Curve
Volatility Forecasts
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