Alliance Fiber Optic Products Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1806 | 5.43 | |
| 0.0316 | 4.81 | |
| 0.9426 | 63.91 | |
| -0.4840 | -1.58 | |
| 0.7122 | 1.44 | |
| -0.4958 | -1.53 | |
| 0.5600 | 2.10 | |
| -0.2102 | -0.67 | |
| -0.5763 | -1.90 | |
| 1.1789 | 3.73 | |
| -1.1707 | -2.65 | |
| 0.7999 | 1.56 |
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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