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Defiance Treasury Alte Y ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 26, 2024 at 10:52 PM UTC
Date Range:

from

to

6M ·

All

graph of Defiance Treasury Alte Y ETF S0GARCH
paramt-stat
ω1.71490.70
α0.00000.00
β0.85490.12
γ1-408.6895-0.05
γ21,786.12600.19
γ3-2,413.8410-2.29
γ41,015.22500.80
γ5506.39780.51
γ6-1,549.2990-1.37
γ72,855.05402.85
γ8-3,308.1650-3.79
γ92,003.78602.69
γ10-441.3243-1.10
Estimation Period:
Jan 25, 2024 to Jul 26, 2024
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