Valeritas Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3696 | 2.68 | |
| 0.4850 | 4.71 | |
| 0.3887 | 5.24 | |
| -10.6204 | -0.90 | |
| 22.7496 | 1.24 | |
| -26.9742 | -1.99 | |
| 29.9231 | 2.37 | |
| -25.1677 | -2.54 | |
| 14.6262 | 1.59 | |
| 0.7778 | 0.06 | |
| -11.5683 | -0.97 |
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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