Ribbit LEAP Ltd Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 15th, 2022):
1 Day
1.91%
1 Week
1.98%
1 Month
2.00%
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 | |
|---|---|---|
| 0.8001 | 2.52 | |
| 0.0876 | 1.87 | |
| 0.0000 | 0.00 | |
| -37.3011 | -2.40 | |
| 43.0199 | 2.00 | |
| -1.3578 | -0.10 | |
| -23.5719 | -1.58 | |
| 39.1026 | 3.18 | |
| -20.1690 | -2.64 |
Estimation Period:
Nov 2, 2020 to Aug 12, 2022
Nov 2, 2020 to Aug 12, 2022
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