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Hartford Multifactor Diversified International ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 23, 2025 at 09:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hartford Multifactor Diversified International ETF SGARCH
paramt-stat
ω0.59281.81
α0.09363.66
β0.793414.93
γ10.22450.07
γ2-1.7330-0.41
γ34.06032.24
γ4-5.4867-4.70
γ55.36094.53
γ6-4.0203-3.95
γ72.30432.56
γ8-1.4594-1.15
γ94.95161.50
Estimation Period:
May 11, 2017 to Jun 20, 2025
Impact of return on volatility tomorrow
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