Armor US Equity Index ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 16.02 | |
| 0.0895 | 4.21 | |
| 0.7141 | 65.69 | |
| 0.2218 | 4.89 |
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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