Redbox Entertainment Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4329 | 1.37 | |
| 0.3806 | 3.44 | |
| 0.6189 | 5.58 | |
| 14.3151 | 0.09 | |
| -22.8272 | -0.11 | |
| -7.4507 | -0.05 | |
| 20.7002 | 0.14 | |
| 192.7699 | 1.25 | |
| -418.1590 | -1.93 | |
| 323.7734 | 1.61 | |
| -197.9400 | -1.72 | |
| 148.0191 | 0.96 | |
| -67.8835 | -0.57 |
Estimation Period:
Dec 10, 2020 to Aug 5, 2022
Dec 10, 2020 to Aug 5, 2022
News Impact Curve
Volatility Forecasts
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