E.Merge Technology Acquisition Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9701 | 3.01 | |
| 0.1681 | 2.88 | |
| 0.5475 | 3.42 | |
| 77.3014 | 4.03 | |
| -149.5683 | -5.41 | |
| 113.5080 | 5.80 | |
| -57.3906 | -2.65 | |
| 31.2421 | 1.38 | |
| -30.3238 | -1.63 | |
| 38.4054 | 2.32 | |
| -34.0675 | -2.57 |
Estimation Period:
Sep 21, 2020 to Sep 2, 2022
Sep 21, 2020 to Sep 2, 2022
News Impact Curve
Volatility Forecasts
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