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Ishares IBD OCT 2024 T T ETF 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 SGARCH
paramt-stat
ω0.77813.89
α0.00000.00
β0.94466.30
γ1-57.2539-0.40
γ2251.12261.21
γ3-499.6681-3.33
γ4645.75012.94
γ5-720.0473-3.04
γ6803.41213.70
γ7-805.6156-3.82
γ8576.72873.77
γ934.59180.38
Estimation Period:
Sep 18, 2023 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts