Pershing Square Holdings Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0497 | 8.88 | |
| 0.7059 | 44.78 | |
| 0.1670 | 14.74 | |
| 0.0198 | 2.68 | |
| 0.0653 | 3.48 | |
| 0.9257 | 46.75 |
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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