Vroom Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9570 | 4.75 | |
| 0.3335 | 2.32 | |
| 0.1003 | 1.04 | |
| -0.1393 | -0.09 | |
| 3.3909 | 1.19 | |
| -7.7931 | -3.08 | |
| 7.9047 | 3.58 | |
| -5.4210 | -3.29 | |
| 2.8003 | 2.26 |
Estimation Period:
Jun 9, 2020 to Jan 10, 2025
Jun 9, 2020 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
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