Senior Connect Acquisition Corp I Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9927 | 3.72 | |
| 0.1449 | 2.22 | |
| 0.2598 | 0.86 | |
| -11.5321 | -0.60 | |
| 13.2855 | 0.43 | |
| 1.6086 | 0.06 | |
| 2.2437 | 0.08 | |
| -5.7485 | -0.21 | |
| 4.0833 | 0.16 | |
| -28.0403 | -1.42 | |
| 115.1333 | 6.08 | |
| -210.9818 | -7.60 | |
| 177.9081 | 4.03 |
Estimation Period:
Feb 1, 2021 to Jun 9, 2023
Feb 1, 2021 to Jun 9, 2023
News Impact Curve
Volatility Forecasts
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