Casper Sleep Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9419 | 2.10 | |
| 0.9712 | 23.23 | |
| 0.0000 | 0.00 | |
| -103.8113 | -2.59 | |
| 133.8511 | 2.39 | |
| -36.6687 | -1.04 | |
| 4.8009 | 0.12 | |
| 21.1206 | 0.48 | |
| -51.5610 | -0.97 | |
| 68.5754 | 1.54 | |
| -108.1318 | -3.44 | |
| 196.9771 | 3.08 |
Estimation Period:
Feb 6, 2020 to Jan 21, 2022
Feb 6, 2020 to Jan 21, 2022
News Impact Curve
Volatility Forecasts
Other Casper Sleep Inc Analyses
Other Spline-GARCH Analyses on Equities