Sierra Wireless, Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3470 | 6.44 | |
| 0.2417 | 4.49 | |
| 0.4236 | 6.21 | |
| -0.0768 | -0.53 | |
| -0.0049 | -0.02 | |
| 0.2056 | 1.38 | |
| -0.1872 | -1.26 | |
| -0.0012 | -0.01 | |
| 0.3249 | 2.21 | |
| -0.5166 | -3.34 | |
| 0.3998 | 2.17 | |
| -0.2556 | -1.27 | |
| 0.1699 | 1.21 |
Estimation Period:
Aug 3, 2000 to Jan 6, 2023
Aug 3, 2000 to Jan 6, 2023
News Impact Curve
Volatility Forecasts
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