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Advocate Rising Rate Hedge ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 24, 2023 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Advocate Rising Rate Hedge ETF S0GARCH
paramt-stat
ω0.33063.62
α0.09031.20
β0.59862.59
γ1-3.4929-0.07
γ212.83890.16
γ3-8.5196-0.19
γ4-24.0764-0.80
γ560.53621.63
γ6-75.3558-1.61
γ767.41521.81
γ8-89.4632-2.33
γ9176.70662.82
γ10-177.9988-3.11
Estimation Period:
Oct 28, 2021 to Oct 20, 2023
Impact of return on volatility tomorrow
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