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IQ Hedge Market Neutral Tracker ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 30, 2023 at 11:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IQ Hedge Market Neutral Tracker ETF S0GARCH
paramt-stat
ω0.78223.26
α0.12274.44
β0.774516.70
γ1-1.1920-0.82
γ21.92130.86
γ3-1.7369-1.18
γ41.35141.26
γ50.27550.39
γ6-1.3781-2.18
γ72.33243.07
γ8-4.2536-4.32
γ95.69064.40
γ10-4.4631-3.80
Estimation Period:
Oct 4, 2012 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts