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Arrow DWA Tactical: International ETF 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 SGARCH
paramt-stat
ω0.72463.22
α0.07612.55
β0.77526.80
γ1-2.5435-1.20
γ24.62041.32
γ3-2.9818-0.96
γ40.00050.00
γ53.24461.32
γ6-5.5661-3.28
γ75.42283.97
γ8-2.5412-2.24
γ9-0.2910-0.22
Estimation Period:
Jan 1, 2018 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts