Pershing Square Holdings Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 5.42 | |
| 0.1022 | 24.84 | |
| 0.8898 | 193.39 | |
| 0.3954 | 13.33 |
Estimation Period:
Feb 26, 2015 to Jan 31, 2025
Feb 26, 2015 to Jan 31, 2025
News Impact Curve
Volatility Forecasts
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