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Ishares IBD OCT 2024 T T ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 15, 2024 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Ishares IBD OCT 2024 T T ETF S0GARCH
paramt-stat
ω0.45761.02
α0.00000.00
β0.44810.26
γ1-232.0374-0.92
γ2543.14881.58
γ3-652.6524-2.47
γ4528.17991.91
γ5-127.5028-0.71
γ6-383.1435-2.27
γ7836.55093.06
γ8-1,083.5980-3.52
γ91,068.05503.94
γ10-657.2902-4.21
Estimation Period:
Sep 18, 2023 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts