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V-Lab

Origo Acquisition Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 3, 2019 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Origo Acquisition Corp SGARCH
paramt-stat
ω40.8904408,903,500.00
α0.23202,320,220.00
β0.75807,579,660.00
γ1-270.1592-2,701,592,000.00
γ293.8432938,432,000.00
γ394.7438947,438,200.00
γ42,051.791020,517,910,000.00
γ5-4,852.1080-48,521,080,000.00
γ67,612.200076,122,000,000.00
γ7-11,567.2600-115,672,600,000.00
γ816,027.1500160,271,500,000.00
γ9-13,715.3400-137,153,400,000.00
γ10-55,156.9900-551,569,900,000.00
Estimation Period:
Jan 8, 2015 to Aug 2, 2019
Impact of return on volatility tomorrow
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