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FI Enhanced Large Cap Growth ETN APARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 18, 2024 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of FI Enhanced Large Cap Growth ETN APARCH
paramt-stat
ω0.094024.88
α0.135916.82
β0.8566113.27
γ0.74488.75
δ0.933725.19
Estimation Period:
Jun 11, 2014 to Jun 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts