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Cabana Target Leading Sector Conservative ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 5, 2024 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cabana Target Leading Sector Conservative ETF SGARCH
paramt-stat
ω0.73783.03
α0.55248.65
β0.43809.30
γ1-31.1051-0.64
γ226.19680.43
γ3-3.1236-0.13
γ418.79981.20
γ54.41110.19
γ6-64.3256-1.86
γ7171.35105.22
Estimation Period:
Jul 13, 2021 to Jan 5, 2024
Impact of return on volatility tomorrow
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