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MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETNs Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 24, 2024 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETNs S0GARCH
paramt-stat
ω0.62971.94
α0.02971.70
β0.86717.79
γ1-1.6572-0.42
γ2-0.2073-0.04
γ32.72920.99
γ41.42920.59
γ5-6.4511-1.93
γ66.27982.25
γ7-1.9526-1.65
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts