Sierra Wireless, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4095 | 6.44 | |
| 0.2725 | 4.74 | |
| 0.3966 | 5.97 | |
| -0.0592 | -0.50 | |
| -0.0191 | -0.11 | |
| 0.2425 | 2.11 | |
| -0.3661 | -3.34 | |
| 0.4069 | 3.92 | |
| -0.2528 | -2.13 | |
| -0.0495 | -0.30 | |
| 0.2774 | 1.24 | |
| -0.7436 | -2.61 |
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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