V-Lab: Ribbit LEAP Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Ribbit LEAP Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:1.24% (-0.04%)

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	0.17
$α$	0.1057	11.21
$β$	0.8744	139.10
$γ$	-0.1789	-6.79
$δ$	2.3135	10.61

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

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Volatility Forecasts