IXYS Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4728 | 6.31 | |
| 0.0889 | 4.73 | |
| 0.8173 | 22.06 | |
| -0.0493 | -2.13 | |
| 0.1067 | 2.88 | |
| -0.1096 | -3.18 | |
| 0.1366 | 1.81 |
Estimation Period:
Sep 24, 1998 to Jan 12, 2018
Sep 24, 1998 to Jan 12, 2018
News Impact Curve
Volatility Forecasts
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