Innovid Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8856 | 0.63 | |
| 0.8344 | 2.83 | |
| 0.1014 | 1.05 | |
| -15.6324 | -1.09 | |
| 58.7574 | 3.02 | |
| -76.3546 | -7.93 | |
| 41.3171 | 3.91 | |
| -12.7117 | -1.30 | |
| 6.4654 | 0.84 | |
| 0.4087 | 0.06 | |
| -6.9325 | -1.14 | |
| 8.4628 | 1.06 | |
| -24.1975 | -2.14 |
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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