Valeritas Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.26 | |
| 0.0662 | 3.39 | |
| 0.8499 | 42.88 | |
| 0.0376 | 1.26 |
Estimation Period:
Jul 19, 2016 to Feb 14, 2020
Jul 19, 2016 to Feb 14, 2020
News Impact Curve
Volatility Forecasts
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