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V-Lab

RedBall Acquisition Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 16, 2022 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of RedBall Acquisition Corp S0GARCH
paramt-stat
ω2.43322.24
α0.31802.69
β0.00000.00
γ1106.35292.12
γ2-155.2885-2.16
γ327.26270.64
γ442.62221.00
γ512.74100.21
γ6-15.9417-0.20
γ7-163.4376-2.42
γ8408.34244.62
γ9-527.2202-4.84
γ10360.87685.66
Estimation Period:
Oct 5, 2020 to Aug 12, 2022
Impact of return on volatility tomorrow
Volatility Forecasts