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Defiance Treasury Alte Y ETF 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 SGARCH
paramt-stat
ω1.91441.90
α0.00000.00
β0.00000.00
γ1-725.9401-0.95
γ22,335.24101.92
γ3-2,756.1180-2.68
γ41,185.50701.23
γ5400.78420.40
γ6-1,425.1580-1.26
γ72,630.15602.63
γ8-2,863.2650-3.40
γ91,141.68701.66
γ10768.35621.63
Estimation Period:
Jan 25, 2024 to Jul 26, 2024
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