Datto Holding LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9618 | 3.47 | |
| 0.0000 | 0.00 | |
| 0.6289 | 0.50 | |
| -53.1195 | -1.68 | |
| 62.8438 | 1.49 | |
| -5.9807 | -0.18 | |
| -11.7433 | -0.33 | |
| 12.8282 | 0.33 | |
| 31.1201 | 0.76 | |
| -102.2449 | -1.80 | |
| 166.3051 | 2.28 | |
| -231.8260 | -3.07 | |
| 189.2549 | 4.23 |
Estimation Period:
Oct 21, 2020 to Jun 17, 2022
Oct 21, 2020 to Jun 17, 2022
News Impact Curve
Volatility Forecasts
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