ETFMG US Alternative Harvest ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6504 | 2.28 | |
| 0.1590 | 2.52 | |
| 0.2653 | 1.08 | |
| 11.4714 | 1.25 | |
| -21.6424 | -1.77 | |
| 20.5542 | 3.07 | |
| -21.8342 | -2.84 | |
| 16.6981 | 2.30 | |
| -2.5309 | -0.43 | |
| -5.5962 | -1.35 |
Estimation Period:
May 13, 2021 to Jan 26, 2024
May 13, 2021 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
Other ETFMG US Alternative Harvest ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs