Armor US Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8811 | 3.37 | |
| 0.1738 | 5.33 | |
| 0.6951 | 11.11 | |
| -1.5358 | -1.71 | |
| 3.4726 | 2.62 | |
| -3.6582 | -4.27 | |
| 2.3812 | 4.42 |
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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