V-Lab: Ribbit LEAP Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Ribbit LEAP Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:1.98% (-0.06%)

Analysis last updated: Saturday, August 13, 2022 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.1065	10.17
$β$	0.9395	176.09
$γ$	-0.1065	-7.97

Estimation Period:
Nov 2, 2020 to Aug 12, 2022

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