Pershing Square Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 6.50 | |
| 0.1856 | 25.50 | |
| 0.9783 | 371.99 | |
| -0.0790 | -10.00 |
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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