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Vaneck Ethereum Strategy ETF 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 SGARCH
paramt-stat
ω0.55312.00
α0.27084.54
β0.46445.03
γ1-2.7942-1.43
γ24.05351.54
γ3-2.7971-2.42
γ43.01712.87
γ5-2.2839-1.91
γ61.50921.17
γ7-1.6706-1.34
γ81.57681.17
γ9-0.1090-0.05
γ10-1.7347-0.53
Estimation Period:
Nov 9, 2006 to Aug 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts