Innovid Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 3.83 | |
| 0.1695 | 2.44 | |
| 0.8074 | 30.40 | |
| 0.0462 | 0.62 |
Estimation Period:
Feb 11, 2021 to Feb 7, 2025
Feb 11, 2021 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
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