Pershing Square Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3751 | 1.67 | |
| 0.1556 | 5.42 | |
| 0.6896 | 13.46 | |
| -3.5218 | -1.61 | |
| 3.3274 | 1.13 | |
| 2.0012 | 1.63 | |
| -3.5032 | -4.65 | |
| 3.5479 | 5.28 | |
| -3.6151 | -5.61 | |
| 3.1219 | 4.95 | |
| -3.0238 | -4.77 | |
| 3.2678 | 5.09 | |
| -2.2246 | -4.59 |
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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