Alliance Fiber Optic Products Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1951 | 5.47 | |
| 0.0324 | 4.93 | |
| 0.9419 | 64.93 | |
| -0.4632 | -1.49 | |
| 0.6787 | 1.35 | |
| -0.4751 | -1.45 | |
| 0.5496 | 2.03 | |
| -0.2122 | -0.67 | |
| -0.5545 | -1.80 | |
| 1.1154 | 3.43 | |
| -1.0274 | -2.24 | |
| 0.4674 | 1.18 |
Estimation Period:
Nov 21, 2000 to Jun 3, 2016
Nov 21, 2000 to Jun 3, 2016
News Impact Curve
Volatility Forecasts
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