Casper Sleep Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3551 | 14.85 | |
| 0.6076 | 16.00 | |
| 0.6117 | 24.03 | |
| 0.2810 | 5.87 |
Estimation Period:
Feb 6, 2020 to Jan 21, 2022
Feb 6, 2020 to Jan 21, 2022
News Impact Curve
Volatility Forecasts
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