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Acacia Communications Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 1, 2021 at 06:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Acacia Communications Inc S0GARCH
paramt-stat
ω2.94681.89
α0.47746.84
β0.49679.72
γ1-13.7118-1.06
γ217.17800.95
γ3-1.3508-0.12
γ4-1.2873-0.13
γ5-8.2818-1.19
γ620.19151.39
γ7-36.4769-2.02
γ847.04883.35
γ9-35.5273-5.00
γ1017.28944.80
Estimation Period:
May 13, 2016 to Feb 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts