Skip to main content
V-Lab

Altimeter Growth Corp 2 Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 20, 2022 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Altimeter Growth Corp 2 S0GARCH
paramt-stat
ω0.89622.81
α0.00000.00
β0.94803.68
γ1-65.6778-0.34
γ283.00710.40
γ3-42.2228-1.26
γ4103.52332.49
γ5-182.4457-7.71
γ6175.17726.96
γ7-86.9183-3.49
γ8-13.0389-0.52
γ983.67062.82
γ10-81.0975-2.92
Estimation Period:
Jan 7, 2021 to Dec 16, 2022
Impact of return on volatility tomorrow
Volatility Forecasts