V-Lab: Ribbit LEAP Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ribbit LEAP Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:1.91% (-0.06%)

Analysis last updated: Saturday, August 13, 2022 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8001	2.52
$α$	0.0876	1.87
$β$	0.0000	0.00
$γ_{1}$	-37.3011	-2.40
$γ_{2}$	43.0199	2.00
$γ_{3}$	-1.3578	-0.10
$γ_{4}$	-23.5719	-1.58
$γ_{5}$	39.1026	3.18
$γ_{6}$	-20.1690	-2.64

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

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