Sierra Oncology LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1683 | 3.08 | |
| 0.2293 | 13.69 | |
| 0.7650 | 37.88 | |
| -0.0690 | -0.04 | |
| 0.2123 | 0.09 | |
| 0.2320 | 0.22 | |
| -2.5650 | -3.46 | |
| 3.8992 | 6.25 |
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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