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MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETNs Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 24, 2024 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETNs SGARCH
paramt-stat
ω0.62601.95
α0.02881.66
β0.86657.51
γ1-1.7374-0.44
γ2-0.0874-0.02
γ32.65440.97
γ41.53710.64
γ5-6.7194-2.03
γ66.96882.49
γ7-3.7776-2.04
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts