Sophiris Bio, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4182 | 3.85 | |
| 0.2550 | 3.11 | |
| 0.4104 | 3.51 | |
| 2.2877 | 1.64 | |
| -4.7093 | -2.12 | |
| 5.8997 | 3.65 | |
| -5.6233 | -2.42 | |
| 1.5853 | 0.55 | |
| 1.4458 | 0.57 | |
| -0.0170 | -0.01 | |
| -1.5297 | -0.84 | |
| 1.0530 | 0.43 | |
| -2.3833 | -0.88 |
Estimation Period:
Nov 10, 2006 to Aug 27, 2021
Nov 10, 2006 to Aug 27, 2021
News Impact Curve
Volatility Forecasts
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