Vitae Pharmaceuticals Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1368 | 8.18 | |
| 0.6072 | 13.98 | |
| 0.7490 | 23.81 | |
| -0.2693 | -7.76 |
Estimation Period:
Sep 24, 2014 to Oct 21, 2016
Sep 24, 2014 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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