InvenSense Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2704 | 4.08 | |
| 0.1067 | 1.95 | |
| 0.3449 | 1.42 | |
| -2.7552 | -1.41 | |
| 4.5393 | 1.69 | |
| -2.4220 | -1.48 | |
| 0.8524 | 0.52 | |
| -0.3268 | -0.20 | |
| 0.3909 | 0.22 | |
| 0.6593 | 0.29 | |
| -10.1337 | -2.22 |
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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