Microsemi Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 3.07 | |
| 0.0509 | 26.75 | |
| 0.9478 | 534.89 | |
| 0.7976 | 8.21 |
Estimation Period:
Jan 2, 1990 to May 25, 2018
Jan 2, 1990 to May 25, 2018
News Impact Curve
Volatility Forecasts
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