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Cabana Target Leading Sector Aggressive ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 5, 2024 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cabana Target Leading Sector Aggressive ETF S0GARCH
paramt-stat
ω1.67942.88
α0.38164.26
β0.60998.25
γ1-25.9026-0.43
γ229.73690.42
γ3-24.6102-1.03
γ469.41982.20
γ5-137.8653-1.54
γ6201.42271.23
γ7-161.4214-1.17
Estimation Period:
Jul 13, 2021 to Jan 5, 2024
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