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iPath Shiller CAPE ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:54 PM UTC
Date Range:

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graph of iPath Shiller CAPE ETN MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8154114.14
γ0.240831.72
λ10.06022.75
λ20.37564.61
λ30.57945.69
Estimation Period:
Oct 11, 2012 to Oct 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts