InvenSense Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 4.38 | |
| 0.0105 | 3.69 | |
| 0.9605 | 237.04 | |
| 0.0432 | 6.34 |
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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