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IQ Ultra Short Duration Etf Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 22, 2024 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of IQ Ultra Short Duration Etf S0GARCH
paramt-stat
ω0.41681.89
α0.33574.42
β0.49813.47
γ113.76081.44
γ2-39.1536-2.73
γ352.20033.46
γ4-45.9606-3.34
γ534.57804.81
γ6-27.7639-5.53
γ718.64922.48
γ8-9.2420-1.03
γ93.19740.40
γ100.20330.04
Estimation Period:
Jul 31, 2019 to Apr 19, 2024
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