Cnic ICE US CAR NE PO IN ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0907 | 9.85 | |
| 0.3879 | 8.72 | |
| 0.6319 | 29.27 | |
| -0.1482 | -2.68 |
Estimation Period:
May 19, 2023 to Feb 14, 2025
May 19, 2023 to Feb 14, 2025
News Impact Curve
Volatility Forecasts
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