Spectrum Pharmaceuticals Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8638 | 10.66 | |
| 0.0686 | 13.97 | |
| 0.8896 | 234.40 | |
| 0.0314 | 2.66 |
Estimation Period:
Sep 26, 1996 to Jul 28, 2023
Sep 26, 1996 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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