Sumo Logic Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9621 | 3.46 | |
| 0.1848 | 1.56 | |
| 0.2693 | 1.11 | |
| -9.6047 | -0.54 | |
| 3.5359 | 0.14 | |
| 7.5032 | 0.49 | |
| 8.5407 | 0.57 | |
| -17.3403 | -1.15 | |
| 17.1284 | 1.17 | |
| -29.5026 | -1.82 | |
| 56.4544 | 2.30 | |
| -99.5020 | -3.50 | |
| 97.1128 | 6.16 |
Estimation Period:
Sep 17, 2020 to Apr 28, 2023
Sep 17, 2020 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
Other Sumo Logic Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities