Skip to main content
V-Lab

Arrow DWA Tactical: International ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 29, 2025 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Arrow DWA Tactical: International ETF S0GARCH
paramt-stat
ω0.72833.24
α0.07652.56
β0.77386.73
γ1-2.5033-1.18
γ24.56001.30
γ3-2.9538-0.95
γ4-0.0073-0.00
γ53.24771.33
γ6-5.5967-3.32
γ75.54554.15
γ8-2.8836-2.89
γ90.63580.95
Estimation Period:
Jan 1, 2018 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts