RedBall Acquisition Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4332 | 2.24 | |
| 0.3180 | 2.69 | |
| 0.0000 | 0.00 | |
| 106.3529 | 2.12 | |
| -155.2885 | -2.16 | |
| 27.2627 | 0.64 | |
| 42.6222 | 1.00 | |
| 12.7410 | 0.21 | |
| -15.9417 | -0.20 | |
| -163.4376 | -2.42 | |
| 408.3424 | 4.62 | |
| -527.2202 | -4.84 | |
| 360.8768 | 5.66 |
Estimation Period:
Oct 5, 2020 to Aug 12, 2022
Oct 5, 2020 to Aug 12, 2022
News Impact Curve
Volatility Forecasts
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