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Planrock Market Neutl IN ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 21, 2025 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Planrock Market Neutl IN ETF SGARCH
paramt-stat
ω0.62212.75
α0.27822.46
β0.00000.00
γ1-22.0519-0.37
γ27.49530.09
γ331.85080.72
γ447.58080.79
γ5-215.0780-2.32
γ6272.32722.67
γ7-148.5687-1.39
γ8-34.6112-0.26
Estimation Period:
Dec 19, 2023 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts