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CMC Crypto 200 Index by Solacti Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 10, 2024 at 02:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CMC Crypto 200 Index by Solacti S0GARCH
paramt-stat
ω2.18263.20
α0.12192.76
β0.50712.55
γ111.88362.28
γ2-18.7108-2.14
γ312.93142.25
γ4-10.5212-3.08
γ56.78522.33
γ6-4.6161-1.66
γ73.34461.25
γ8-1.8721-0.57
γ93.66711.17
γ10-4.6126-2.49
Estimation Period:
Apr 19, 2019 to Aug 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts