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AWTM Ultra-Short Duration Enha Fund 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 SGARCH
paramt-stat
ω0.58641.48
α0.61314.09
β0.23623.00
γ1-3.9597-0.30
γ24.43560.24
γ312.19351.23
γ4-36.1463-2.88
γ541.00082.87
γ6-33.3195-2.87
γ734.33763.30
γ8-22.0477-1.96
γ92.90500.19
Estimation Period:
Jan 29, 2019 to Jul 15, 2022
Impact of return on volatility tomorrow
Volatility Forecasts