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V-Lab

Advocate Rising Rate Hedge ETF 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 SGARCH
paramt-stat
ω0.32303.30
α0.15851.71
β0.60894.18
γ11.78830.09
γ23.79440.11
γ3-20.1212-0.82
γ433.03551.32
γ5-37.4358-1.06
γ625.45990.71
γ7-27.5972-0.98
γ8174.49973.00
Estimation Period:
Oct 28, 2021 to Oct 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts