Skip to main content
V-Lab

ROBECO GLOBAL TOTAL RETURN BON Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 17, 2023 at 10:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ROBECO GLOBAL TOTAL RETURN BON AMEM
paramt-stat
ω0.00000.00
α0.42960.00
β0.60910.00
γ-0.0773-0.00
Estimation Period:
Jan 1, 1990 to Nov 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts