Exar Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6106 | 8.07 | |
| 0.0480 | 5.36 | |
| 0.9052 | 48.04 | |
| 0.0784 | 1.12 | |
| -0.0724 | -0.65 | |
| 0.0645 | 0.84 | |
| -0.2263 | -3.21 | |
| 0.1860 | 2.80 | |
| 0.0852 | 1.43 | |
| -0.2263 | -4.02 | |
| 0.2098 | 2.21 | |
| -0.1308 | -0.60 |
Estimation Period:
Jan 2, 1990 to May 5, 2017
Jan 2, 1990 to May 5, 2017
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities