Ribbit LEAP Ltd EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 15th, 2022):
1 Day
2.29%
1 Week
2.27%
1 Month
2.20%
Analysis last updated: Saturday, August 13, 2022 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -3.78 | |
| 0.0761 | 4.78 | |
| 1.0000 | 531.35 | |
| 0.1408 | 14.03 |
Estimation Period:
Nov 2, 2020 to Aug 12, 2022
Nov 2, 2020 to Aug 12, 2022
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