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Cabana Target Leading Sector Aggressive ETF 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 SGARCH
paramt-stat
ω2.45953.23
α0.36663.73
β0.615311.65
γ19.37780.13
γ2-27.3880-0.33
γ326.67220.83
γ4-48.2841-1.19
γ5131.85351.61
γ6-198.1524-1.35
γ7176.30340.99
γ8-85.4190-0.63
γ992.30700.82
Estimation Period:
Jul 13, 2021 to Jan 5, 2024
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