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Global X Metaverse ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 16, 2024 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global X Metaverse ETF S0GARCH
paramt-stat
ω0.95973.02
α0.18535.26
β0.717214.60
γ1-0.1734-0.28
γ2-0.3100-0.37
γ31.10432.11
γ4-1.2227-2.35
γ51.03551.59
γ6-0.3885-0.66
γ7-0.3616-0.55
γ81.31251.45
γ9-2.2885-2.17
γ101.79162.36
Estimation Period:
Aug 1, 2007 to Feb 16, 2024
Impact of return on volatility tomorrow
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