Skip to main content
V-Lab

iPath Shiller CAPE ETN GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Shiller CAPE ETN GARCH
paramt-stat
ω0.036114.30
α0.153023.40
β0.8122107.65
Estimation Period:
Oct 11, 2012 to Apr 5, 2022
Impact of return on volatility tomorrow
Volatility Forecasts