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V-Lab

iPath Shiller CAPE ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Shiller CAPE ETN AMEM
paramt-stat
ω0.11939.29
α0.07957.50
β0.718745.41
γ0.24016.48
Estimation Period:
Oct 17, 2012 to Apr 5, 2022
Impact of return on volatility tomorrow
Volatility Forecasts