Skip to main content
V-Lab

Eugene Special Purpose Acq Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 15, 2023 at 03:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Eugene Special Purpose Acq S0GARCH
paramt-stat
ω3.81523.64
α0.773231.57
β0.22669.28
γ1-115.9524-2.76
γ2126.30931.98
γ31.37930.03
γ42.57230.04
γ5-175.3584-0.70
γ6423.76250.70
γ7-350.1481-0.55
γ8-1,063.8310-2.99
γ93,419.221018.08
γ10-3,322.9160-43.33
Estimation Period:
Apr 8, 2021 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts