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Planrock Market Neutl IN ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 21, 2025 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Planrock Market Neutl IN ETF S0GARCH
paramt-stat
ω0.61752.75
α0.26952.33
β0.00000.00
γ1-22.4144-0.37
γ27.94910.10
γ331.70960.72
γ448.24630.81
γ5-218.5944-2.43
γ6283.06682.98
γ7-176.2491-2.18
γ849.47300.88
Estimation Period:
Dec 19, 2023 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts