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Range Global LNG Ecosy I ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 13, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Range Global LNG Ecosy I ETF SGARCH
paramt-stat
ω0.69353.41
α0.21461.68
β0.00000.00
γ1-14.9329-0.27
γ254.04770.67
γ3-86.7831-1.78
γ4124.62752.59
γ5-186.5793-2.41
γ6198.82612.03
γ7-143.8158-1.79
γ8167.21682.30
γ9-520.0142-4.74
Estimation Period:
Jan 24, 2024 to May 9, 2025
Impact of return on volatility tomorrow
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