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Robinson Alternative Yield Pre-Merger SPAC ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 7, 2025 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Robinson Alternative Yield Pre-Merger SPAC ETF SGARCH
paramt-stat
ω0.56691.93
α0.33745.14
β0.33813.65
γ127.20751.62
γ2-51.3885-1.96
γ336.55542.12
γ4-20.8421-1.92
γ520.91102.25
γ6-25.6579-2.36
γ721.89152.40
γ8-14.2658-1.62
γ914.51981.33
γ10-21.1347-1.33
Estimation Period:
Jun 23, 2021 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts