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Teucrium Aila Lgsh BS MT SGY Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 5, 2024 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Teucrium Aila Lgsh BS MT SGY S0GARCH
paramt-stat
ω0.75822.35
α0.00000.00
β0.99542.81
γ1-76.0527-0.22
γ2105.76550.45
γ3-56.9545-0.62
γ496.74481.79
γ5-162.5685-1.60
γ6170.55901.69
γ7-106.7050-1.09
Estimation Period:
Apr 5, 2023 to May 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts