Armor US Equity Index ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 6.24 | |
| 0.3234 | 17.49 | |
| 0.9021 | 120.70 | |
| -0.1233 | -5.62 |
Estimation Period:
Feb 11, 2020 to Dec 22, 2023
Feb 11, 2020 to Dec 22, 2023
News Impact Curve
Volatility Forecasts
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