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	param	t-stat
$m$	96
$α$	0.1812	13.94
$β$	0.7170	38.82
$γ$	-0.0593	-2.65
$λ_{1}$	2.9930	0.37
$λ_{2}$	0.4774	0.40
$λ_{3}$	0.3967	0.25

V-Lab

Verona Pharma PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Verona Pharma PLC Analyses