Ribbit LEAP Ltd GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 15th, 2022):
1 Day
1.98%
1 Week
1.97%
1 Month
1.91%
Analysis last updated: Saturday, August 13, 2022 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1065 | 10.17 | |
| 0.9395 | 176.09 | |
| -0.1065 | -7.97 |
Estimation Period:
Nov 2, 2020 to Aug 12, 2022
Nov 2, 2020 to Aug 12, 2022
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