Virgin Orbit Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5707 | 0.02 | |
| 0.4630 | 0.00 | |
| 0.5370 | 0.00 | |
| -106.3926 | -0.02 | |
| 169.1666 | 0.02 | |
| -98.8520 | -0.02 | |
| 39.3705 | 1.55 | |
| -2.6280 | -0.00 | |
| 15.8024 | 0.04 | |
| -31.6190 | -0.06 |
Estimation Period:
Mar 23, 2021 to Jul 28, 2023
Mar 23, 2021 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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