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V-Lab

Churchill Capital Corp V Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, October 16, 2023 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Churchill Capital Corp V S0GARCH
paramt-stat
ω4.85112.93
α0.28473.81
β0.45344.66
γ128.58621.43
γ2-47.1068-1.48
γ348.36362.17
γ4-66.0830-3.15
γ569.99692.81
γ6-54.5081-1.80
γ764.78641.35
γ8-97.2475-1.72
γ970.55062.10
γ10-15.0508-1.83
Estimation Period:
Feb 17, 2021 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts