Sarissa Capital Acquisition Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.45 | |
| 0.0963 | 3.65 | |
| 0.9122 | 169.42 | |
| -0.0401 | -0.89 |
Estimation Period:
Dec 29, 2020 to Oct 28, 2022
Dec 29, 2020 to Oct 28, 2022
News Impact Curve
Volatility Forecasts
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