InvenSense Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8811 | 31.74 | |
| 0.2399 | 16.44 | |
| 0.2542 | 19.46 | |
| -0.2642 | -1.57 |
Estimation Period:
Nov 16, 2011 to May 12, 2017
Nov 16, 2011 to May 12, 2017
News Impact Curve
Volatility Forecasts
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