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PMV Consumer Acquisition Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 21, 2024 at 02:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PMV Consumer Acquisition Corp S0GARCH
paramt-stat
ω0.14501,450,000.00
α0.69886,987,860.00
β0.29122,912,200.00
γ1-916.6382-9,166,382,000.00
γ22,074.354020,743,540,000.00
γ3-2,204.9220-22,049,220,000.00
γ41,963.751019,637,510,000.00
γ5-1,335.1420-13,351,420,000.00
γ65,458.633054,586,330,000.00
γ7-24,854.3300-248,543,300,000.00
γ844,148.8700441,488,700,000.00
γ9-33,181.6000-331,816,000,000.00
Estimation Period:
Nov 12, 2020 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts