Skip to main content
V-Lab

ETFMG US Alternative Harvest ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 26, 2024 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETFMG US Alternative Harvest ETF S0GARCH
paramt-stat
ω0.65042.28
α0.15902.52
β0.26531.08
γ111.47141.25
γ2-21.6424-1.77
γ320.55423.07
γ4-21.8342-2.84
γ516.69812.30
γ6-2.5309-0.43
γ7-5.5962-1.35
Estimation Period:
May 13, 2021 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts