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	param	t-stat
$ω$	0.3725	1.65
$α$	0.1560	5.42
$β$	0.6883	13.39
$γ_{1}$	-3.5456	-1.62
$γ_{2}$	3.3508	1.14
$γ_{3}$	2.0210	1.65
$γ_{4}$	-3.5536	-4.72
$γ_{5}$	3.6126	5.38
$γ_{6}$	-3.6807	-5.71
$γ_{7}$	3.1807	5.02
$γ_{8}$	-3.0754	-4.72
$γ_{9}$	3.3250	4.50
$γ_{10}$	-2.3250	-1.87

V-Lab

Pershing Square Holdings Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pershing Square Holdings Ltd Analyses