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Pershing Square Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, February 2, 2025 at 02:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pershing Square Holdings Ltd S0GARCH
paramt-stat
ω0.37511.67
α0.15565.42
β0.689613.46
γ1-3.5218-1.61
γ23.32741.13
γ32.00121.63
γ4-3.5032-4.65
γ53.54795.28
γ6-3.6151-5.61
γ73.12194.95
γ8-3.0238-4.77
γ93.26785.09
γ10-2.2246-4.59
Estimation Period:
Feb 26, 2015 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts