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Horizon Acquisition Corp II Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 25, 2023 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Horizon Acquisition Corp II S0GARCH
paramt-stat
ω0.99012.10
α0.34784.27
β0.44234.70
γ1-32.2316-1.06
γ27.87330.19
γ356.88002.08
γ4-25.6952-0.94
γ5-35.3965-1.08
γ649.37011.23
γ7-18.8913-0.58
γ8-27.1803-1.01
γ9109.13922.81
γ10-143.0402-3.59
Estimation Period:
Dec 10, 2020 to Apr 21, 2023
Impact of return on volatility tomorrow
Volatility Forecasts