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Northern Star Investment Corp II Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 28, 2024 at 04:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Northern Star Investment Corp II S0GARCH
paramt-stat
ω0.71865.10
α0.38378.03
β0.614812.86
γ16.21070.23
γ210.12870.29
γ3-27.8919-1.75
γ419.35001.09
γ5-4.6877-0.23
γ66.06800.26
γ7-29.5124-1.22
γ8-5.7734-0.21
γ9149.89865.08
γ10-204.7275-7.66
Estimation Period:
Feb 1, 2021 to Dec 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts