Sierra Oncology LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 6.78 | |
| 0.2694 | 25.75 | |
| 0.9856 | 279.29 | |
| -0.0013 | -0.14 |
Estimation Period:
Jul 16, 2015 to Jun 24, 2022
Jul 16, 2015 to Jun 24, 2022
News Impact Curve
Volatility Forecasts
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