Cepton Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0584 | 2.97 | |
| 0.4233 | 4.71 | |
| 0.5748 | 6.34 | |
| 0.8255 | 0.12 | |
| 17.0088 | 2.04 | |
| -35.0231 | -3.80 | |
| 21.0631 | 1.89 | |
| -7.1028 | -0.62 | |
| 7.2616 | 0.64 | |
| -16.1778 | -1.52 | |
| 25.0522 | 2.06 |
Estimation Period:
Jan 29, 2021 to Jan 3, 2025
Jan 29, 2021 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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