Integrated Device Technology Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0853 | 5.70 | |
| 0.0559 | 6.20 | |
| 0.8943 | 41.56 | |
| -0.0400 | -0.58 | |
| 0.0631 | 0.60 | |
| 0.0018 | 0.02 | |
| -0.0718 | -1.02 | |
| -0.0377 | -0.59 | |
| 0.2225 | 3.40 | |
| -0.1854 | -2.54 | |
| 0.0532 | 0.63 | |
| 0.0303 | 0.33 | |
| -0.3760 | -3.21 |
Estimation Period:
Jan 2, 1990 to Mar 29, 2019
Jan 2, 1990 to Mar 29, 2019
News Impact Curve
Volatility Forecasts
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