Vroom Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9813 | 4.60 | |
| 0.3533 | 2.39 | |
| 0.1382 | 1.39 | |
| -0.1288 | -0.08 | |
| 3.4445 | 1.17 | |
| -8.0841 | -3.08 | |
| 8.6579 | 3.75 | |
| -7.2081 | -3.81 | |
| 7.4699 | 3.06 |
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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