Casper Sleep Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.47 | |
| 0.7148 | 4.57 | |
| 0.4936 | 17.61 | |
| -0.4631 | -2.88 |
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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