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FI Enhanced Large Cap Growth ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 18, 2024 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FI Enhanced Large Cap Growth ETN S0GARCH
paramt-stat
ω0.77794.29
α0.16977.74
β0.804635.43
γ1-0.0068-2.02
Estimation Period:
Jun 11, 2014 to Jun 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts