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PMV Consumer Acquisition Corp 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 SGARCH
paramt-stat
ω91.4724914,723,700.00
α0.72447,243,760.00
β0.27552,755,020.00
γ129.0653290,652,700.00
γ2-332.2541-3,322,541,000.00
γ32,475.621024,756,210,000.00
γ4-9,376.3540-93,763,540,000.00
γ520,304.3300203,043,300,000.00
Estimation Period:
Nov 12, 2020 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts