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Pershing Square Tontine Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 26, 2022 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Pershing Square Tontine Holdings Ltd S0GARCH
paramt-stat
ω0.94632.62
α0.00000.00
β0.74110.52
γ140.87551.15
γ2-44.7805-0.91
γ3-30.9577-0.81
γ466.59531.62
γ5-132.3279-4.48
γ6243.69216.09
γ7-233.7555-3.97
γ8111.79862.06
γ9-2.9165-0.08
γ10-21.0526-0.97
Estimation Period:
Sep 11, 2020 to Jul 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts