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Cohn Robbins Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 9, 2022 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cohn Robbins Holdings Corp S0GARCH
paramt-stat
ω0.64601.43
α0.20921.57
β0.57822.26
γ151.87010.88
γ2-144.5434-1.85
γ3149.95794.08
γ4-84.5544-2.56
γ565.73321.92
γ6-69.1853-1.47
γ758.33371.05
γ8-74.0694-1.72
γ9146.89885.89
γ10-160.1755-11.27
Estimation Period:
Oct 30, 2020 to Nov 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts