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AWTM Ultra-Short Duration Enha Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 16, 2022 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of AWTM Ultra-Short Duration Enha Fund S0GARCH
paramt-stat
ω1.09262.20
α0.730310.55
β0.25434.01
γ1-13.4417-1.13
γ216.15210.95
γ38.97560.87
γ4-35.0753-2.59
γ541.29572.62
γ6-33.6043-2.62
γ733.62972.95
γ8-20.2464-1.82
γ9-2.7457-0.37
Estimation Period:
Jan 29, 2019 to Jul 15, 2022
Impact of return on volatility tomorrow
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