Verona Pharma PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0708 | 2.49 | |
| 0.2410 | 2.74 | |
| 0.6100 | 7.13 | |
| -1.0232 | -0.39 | |
| 1.5121 | 0.37 | |
| 0.7752 | 0.33 | |
| -4.4839 | -1.96 | |
| 5.4712 | 2.45 | |
| -1.6940 | -0.91 | |
| -2.7981 | -1.28 | |
| 3.8378 | 1.79 | |
| -1.0675 | -0.64 | |
| -11.1271 | -5.25 |
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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