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Cabana Target Leading Sector Conservative ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 5, 2024 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cabana Target Leading Sector Conservative ETF S0GARCH
paramt-stat
ω0.79973.48
α0.40657.20
β0.590910.70
γ1-56.5706-0.74
γ249.73580.56
γ3-3.5688-0.09
γ49.83270.23
γ5-11.8768-0.26
γ666.50411.08
γ7-178.6268-1.00
γ8195.38190.61
γ964.11890.21
γ10-236.0404-1.18
Estimation Period:
Jul 13, 2021 to Jan 5, 2024
Impact of return on volatility tomorrow
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