VanEck Vectors Solar Energy ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 8.42 | |
| 0.1106 | 23.35 | |
| 0.9870 | 822.52 | |
| -0.0376 | -7.44 |
Estimation Period:
Apr 23, 2008 to Sep 29, 2017
Apr 23, 2008 to Sep 29, 2017
News Impact Curve
Volatility Forecasts
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