Ribbit LEAP Ltd MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 15th, 2022):
1 Day
1.89%
1 Week
1.90%
1 Month
1.92%
Analysis last updated: Saturday, August 13, 2022 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0531 | 4.75 | |
| 0.9457 | 140.25 | |
| -0.0531 | -4.69 | |
| 0.0105 | 0.74 | |
| 0.0083 | 0.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 2, 2020 to Aug 12, 2022
Nov 2, 2020 to Aug 12, 2022
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