Sierra Oncology LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4013 | 2.19 | |
| 0.2745 | 11.98 | |
| 0.7249 | 30.27 | |
| -7.0999 | -1.00 | |
| 10.5401 | 1.26 | |
| -5.4735 | -2.56 | |
| 3.9938 | 2.20 | |
| -4.8024 | -2.54 | |
| 5.3558 | 3.06 | |
| -10.0709 | -3.68 |
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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