Pershing Square Tontine Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9463 | 2.62 | |
| 0.0000 | 0.00 | |
| 0.7411 | 0.52 | |
| 40.8755 | 1.15 | |
| -44.7805 | -0.91 | |
| -30.9577 | -0.81 | |
| 66.5953 | 1.62 | |
| -132.3279 | -4.48 | |
| 243.6921 | 6.09 | |
| -233.7555 | -3.97 | |
| 111.7986 | 2.06 | |
| -2.9165 | -0.08 | |
| -21.0526 | -0.97 |
Estimation Period:
Sep 11, 2020 to Jul 22, 2022
Sep 11, 2020 to Jul 22, 2022
News Impact Curve
Volatility Forecasts
Other Pershing Square Tontine Holdings Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Equities