Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230824

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-08-04 0.775459 NaN -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.763359
2023-08-17 0.807936 1.913920 -0.803167
2023-08-18 0.826183 2.258520 -0.039913
2023-08-21 0.777754 -5.861820 0.678798
2023-08-22 0.767867 -1.271184 -0.300283
2023-08-23 0.737188 -3.995311 1.085412
2023-08-24 0.793210 7.599365 -1.461660
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230823

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-08-03 0.808142 NaN -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.763359
2023-08-17 0.807936 1.913920 -0.803167
2023-08-18 0.826183 2.258520 -0.039913
2023-08-21 0.777754 -5.861820 0.678798
2023-08-22 0.767867 -1.271184 -0.300283
2023-08-23 0.737188 -3.995311 1.670739
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230822

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-08-02 0.626611 NaN -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.763359
2023-08-17 0.807936 1.913920 -0.803167
2023-08-18 0.826183 2.258520 -0.039913
2023-08-21 0.777754 -5.861820 0.678798
2023-08-22 0.767867 -1.271184 -0.311615
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230821

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-08-01 0.642368 NaN -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.763359
2023-08-17 0.807936 1.913920 -0.803167
2023-08-18 0.826183 2.258520 -0.039913
2023-08-21 0.777754 -5.861820 0.598939
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230818

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-07-31 0.674654 NaN 0.173668
2023-08-01 0.642368 -4.785561 -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.763359
2023-08-17 0.807936 1.913920 -0.803167
2023-08-18 0.826183 2.258520 -0.074125
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230817

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-07-28 0.621676 NaN 0.925672
2023-07-31 0.674654 8.521782 0.173668
2023-08-01 0.642368 -4.785561 -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.763359
2023-08-17 0.807936 1.913920 -0.944570
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230816

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-07-27 0.579212 NaN -0.674610
2023-07-28 0.621676 7.331354 0.925672
2023-07-31 0.674654 8.521782 0.173668
2023-08-01 0.642368 -4.785561 -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.154017
2023-08-16 0.792763 15.797086 -0.774585
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230815

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-07-26 0.603773 NaN -0.016319
2023-07-27 0.579212 -4.067867 -0.674610
2023-07-28 0.621676 7.331354 0.925672
2023-07-31 0.674654 8.521782 0.173668
2023-08-01 0.642368 -4.785561 -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.563522
2023-08-15 0.684614 -1.471653 -1.165113
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230814

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-07-25 0.627030 NaN 0.272717
2023-07-26 0.603773 -3.709092 -0.016319
2023-07-27 0.579212 -4.067867 -0.674610
2023-07-28 0.621676 7.331354 0.925672
2023-07-31 0.674654 8.521782 0.173668
2023-08-01 0.642368 -4.785561 -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.111464
2023-08-14 0.694840 -4.973403 0.574681
Henry

GARCH Volatility Signals(Current Date Prediction) (garch) 20230811

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  • Default NAV for risk sizing is 5000 USD
Date Pred VolChg Return
2023-07-24 0.643891 NaN 0.410756
2023-07-25 0.627030 -2.618679 0.272717
2023-07-26 0.603773 -3.709092 -0.016319
2023-07-27 0.579212 -4.067867 -0.674610
2023-07-28 0.621676 7.331354 0.925672
2023-07-31 0.674654 8.521782 0.173668
2023-08-01 0.642368 -4.785561 -0.287138
2023-08-02 0.626611 -2.452917 -1.390926
2023-08-03 0.808142 28.970243 -0.341617
2023-08-04 0.775459 -4.044234 -0.525239
2023-08-07 0.763634 -1.524918 0.883726
2023-08-08 0.782059 2.412890 -0.424219
2023-08-09 0.759423 -2.894468 -0.724798
2023-08-10 0.774958 2.045642 0.000000
2023-08-11 0.731205 -5.645819 -0.039012