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Vaneck Ethereum Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 5, 2024 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vaneck Ethereum Strategy ETF S0GARCH
paramt-stat
ω0.55782.02
α0.26864.45
β0.46144.90
γ1-2.7097-1.39
γ23.90881.49
γ3-2.6889-2.33
γ42.93782.81
γ5-2.2409-1.88
γ61.50411.18
γ7-1.7098-1.43
γ81.71691.53
γ9-0.5017-0.42
γ10-0.5744-0.49
Estimation Period:
Nov 9, 2006 to Aug 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts