V-Lab: Ribbit LEAP Ltd AGARCH Volatility Analysis

V-Lab

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V-Lab

Ribbit LEAP Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:2.95% (-0.05%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0192	-8.50
$α$	0.0202	9.92
$β$	0.9624	472.47
$γ$	-0.9743	-10.27

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

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Volatility Forecasts

Volatility Forecasts