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Teucrium Aila Lgsh BS MT SGY 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 SGARCH
paramt-stat
ω0.75230.01
α0.00000.00
β0.99970.02
γ1-80.1070-0.01
γ2110.22610.15
γ3-61.2701-0.09
γ4106.31770.20
γ5-181.3009-0.32
γ6210.13440.53
γ7-190.3894-0.42
Estimation Period:
Apr 5, 2023 to May 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts