Skip to main content
V-Lab

Evolve Transition Infrastructure LP Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 1, 2023 at 02:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Evolve Transition Infrastructure LP S0GARCH
paramt-stat
ω0.38043.50
α0.12804.11
β0.784714.24
γ10.62191.43
γ2-1.5462-2.25
γ31.63553.17
γ4-1.2445-2.92
γ51.26333.80
γ6-1.7081-4.55
γ72.00174.57
γ8-1.6545-3.29
γ90.80041.42
γ10-0.2234-0.56
Estimation Period:
Nov 15, 2006 to Jul 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts