Robinson Alternative Yield Pre-Merger SPAC ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5669 | 1.93 | |
| 0.3374 | 5.14 | |
| 0.3381 | 3.65 | |
| 27.2075 | 1.62 | |
| -51.3885 | -1.96 | |
| 36.5554 | 2.12 | |
| -20.8421 | -1.92 | |
| 20.9110 | 2.25 | |
| -25.6579 | -2.36 | |
| 21.8915 | 2.40 | |
| -14.2658 | -1.62 | |
| 14.5198 | 1.33 | |
| -21.1347 | -1.33 |
Estimation Period:
Jun 23, 2021 to Apr 4, 2025
Jun 23, 2021 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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