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Pacer iPath Gold Trendpilot ETNs Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 2, 2022 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Pacer iPath Gold Trendpilot ETNs S0GARCH
paramt-stat
ω6.236262,361,760.00
α0.69196,918,580.00
β0.30813,081,400.00
γ1155.34151,553,415,000.00
γ2-248.5410-2,485,410,000.00
γ37.921479,214,460.00
γ4262.31022,623,102,000.00
γ5-213.3411-2,133,411,000.00
γ6-288.7868-2,887,868,000.00
γ7548.24395,482,439,000.00
Estimation Period:
Jun 17, 2021 to Dec 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts