InvenSense Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 4.10 | |
| 0.1014 | 10.55 | |
| 0.9934 | 550.04 | |
| -0.0127 | -1.84 |
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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