Virgin Orbit Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6108 | 0.01 | |
| 0.3975 | 0.00 | |
| 0.6025 | 0.00 | |
| -118.9186 | -0.00 | |
| 167.7867 | 0.00 | |
| -46.2870 | -0.00 | |
| -35.0693 | -0.01 | |
| 49.6516 | 0.01 | |
| -20.0315 | -0.01 | |
| 17.0723 | 0.00 | |
| -18.4563 | -0.00 |
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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