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Vicinity Motor Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 24, 2024 at 11:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vicinity Motor Corp S0GARCH
paramt-stat
ω0.57173.12
α0.13904.83
β0.56626.15
γ10.09580.11
γ2-0.5757-0.51
γ30.23890.42
γ40.91551.71
γ5-0.8772-1.21
γ60.50000.46
γ7-1.0190-0.82
γ80.52160.44
γ91.51251.51
γ10-2.0736-2.84
Estimation Period:
Dec 17, 2013 to Oct 18, 2024
Impact of return on volatility tomorrow
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