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V-Lab

VectorShares Min Vol ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 15, 2022 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VectorShares Min Vol ETF SGARCH
paramt-stat
ω0.95694.19
α0.30233.54
β0.58639.26
γ1-8.2179-1.82
γ212.33271.65
γ3-7.6799-1.37
γ46.26601.13
γ5-2.1789-0.39
γ6-5.9026-0.96
γ716.96091.66
γ8-29.4759-1.86
γ938.60492.36
γ10-42.0894-2.96
Estimation Period:
Jan 12, 2012 to Nov 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts