Innovid Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5211 | 1.07 | |
| 0.8620 | 7.56 | |
| 0.1185 | 1.43 | |
| -14.9619 | -0.96 | |
| 57.1174 | 2.73 | |
| -74.7530 | -7.52 | |
| 40.4647 | 3.70 | |
| -12.4890 | -1.22 | |
| 6.6761 | 0.84 | |
| -0.8949 | -0.14 | |
| -2.2843 | -0.40 | |
| -5.2422 | -0.87 | |
| 12.3995 | 2.97 |
Estimation Period:
Feb 11, 2021 to Feb 7, 2025
Feb 11, 2021 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
Other Innovid Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities