Sierra Oncology LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3988 | 7.23 | |
| 0.1164 | 14.09 | |
| 0.8754 | 135.17 | |
| 0.0165 | 1.20 |
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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