Vivint Smart Home Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2803 | 2.02 | |
| 0.3714 | 8.47 | |
| 0.6234 | 14.31 | |
| 20.1494 | 2.32 | |
| -31.9973 | -2.34 | |
| 41.4861 | 3.34 | |
| -65.1585 | -3.22 | |
| 54.6140 | 2.09 | |
| -26.9302 | -1.34 | |
| 9.6865 | 0.92 | |
| 3.3230 | 0.33 | |
| -32.0926 | -1.53 | |
| 76.0511 | 1.33 |
Estimation Period:
Dec 12, 2017 to Mar 3, 2023
Dec 12, 2017 to Mar 3, 2023
News Impact Curve
Volatility Forecasts
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