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AXS Cannabis ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 20, 2024 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of AXS Cannabis ETF S0GARCH
paramt-stat
ω0.76074.14
α0.13072.66
β0.57915.44
γ14.53990.98
γ2-10.7613-1.57
γ313.69033.37
γ4-16.9370-4.76
γ517.69754.82
γ6-10.3282-2.65
γ7-1.1667-0.21
γ810.20970.96
γ9-16.1792-1.15
γ1013.87921.46
Estimation Period:
Jul 9, 2019 to Feb 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts