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FI Enhanced Large Cap Growth ETN 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 SGARCH
paramt-stat
ω0.90265.84
α0.16447.03
β0.794430.38
γ10.06252.45
γ2-0.1243-2.54
Estimation Period:
Jun 11, 2014 to Jun 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts