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Siren DIVCON Dividend Defender Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 11, 2025 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Siren DIVCON Dividend Defender S0GARCH
paramt-stat
ω0.84613.30
α0.20704.53
β0.26282.58
γ10.85010.66
γ2-0.3530-0.18
γ3-0.4538-0.30
γ40.02670.02
γ5-1.5077-1.88
γ64.19125.28
γ7-6.4666-6.18
γ88.27929.66
γ9-8.5658-13.25
γ105.428412.08
Estimation Period:
Jan 20, 2016 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts