E.Merge Technology Acquisition Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0269 | 3.38 | |
| 0.1720 | 2.71 | |
| 0.4317 | 2.04 | |
| 74.7959 | 4.19 | |
| -141.3396 | -5.46 | |
| 100.7036 | 5.48 | |
| -44.3537 | -2.14 | |
| 21.5759 | 0.98 | |
| -24.7315 | -1.37 | |
| 35.3797 | 2.00 | |
| -30.5521 | -1.37 |
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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