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Mudrick Capital Acquisition Corp II Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 12, 2022 at 09:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Mudrick Capital Acquisition Corp II S0GARCH
paramt-stat
ω1.12681.84
α0.00000.00
β0.99452.98
γ1260.42210.67
γ2-471.0474-1.55
γ3287.12592.35
γ4-207.5265-2.08
γ5312.28484.15
γ6-273.1052-4.81
γ7141.63143.53
γ8-75.6513-2.04
γ931.76960.69
γ101.43070.03
Estimation Period:
Jan 29, 2021 to Sep 9, 2022
Impact of return on volatility tomorrow
Volatility Forecasts