Cohn Robbins Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6460 | 1.43 | |
| 0.2092 | 1.57 | |
| 0.5782 | 2.26 | |
| 51.8701 | 0.88 | |
| -144.5434 | -1.85 | |
| 149.9579 | 4.08 | |
| -84.5544 | -2.56 | |
| 65.7332 | 1.92 | |
| -69.1853 | -1.47 | |
| 58.3337 | 1.05 | |
| -74.0694 | -1.72 | |
| 146.8988 | 5.89 | |
| -160.1755 | -11.27 |
Estimation Period:
Oct 30, 2020 to Nov 4, 2022
Oct 30, 2020 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
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