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ROBECO GLOBAL TOTAL RETURN BON Asy. Power 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 APMEM
paramt-stat
ω0.00000.34
α0.02353.60
β0.9765129.88
γ-0.2801-0.27
δ0.50002.44
Estimation Period:
Jan 1, 1990 to Nov 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts