VanEck Vectors Solar Energy ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 8.90 | |
| 0.0269 | 9.96 | |
| 0.9354 | 310.66 | |
| 0.0471 | 6.49 |
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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