Verona Pharma PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5949 | 2.18 | |
| 0.2805 | 5.27 | |
| 0.6640 | 19.38 | |
| -1.4633 | -0.48 | |
| 2.3752 | 0.50 | |
| 0.3613 | 0.12 | |
| -4.6198 | -1.70 | |
| 5.3988 | 1.97 | |
| -0.8766 | -0.38 | |
| -4.5214 | -1.78 | |
| 7.0131 | 2.80 | |
| -9.3051 | -5.00 | |
| 9.5965 | 8.44 |
Estimation Period:
Apr 27, 2017 to Oct 3, 2025
Apr 27, 2017 to Oct 3, 2025
News Impact Curve
Volatility Forecasts
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