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Tuttle CAP SLF DEF Index ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 28, 2025 at 09:17 PM UTC
Date Range:

from

to

6M ·

All

graph of Tuttle CAP SLF DEF Index ETF SGARCH
paramt-stat
ω0.67601.34
α0.39802.88
β0.27011.17
γ1-192.8361-0.75
γ2320.34250.91
γ3-128.8524-0.56
γ4-126.7938-0.60
γ5289.87451.34
γ6-347.3132-1.15
γ7916.54351.88
γ8-5,511.1070-8.04
Estimation Period:
Sep 10, 2024 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts