ASYMmetric Smart S&P 500 ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0486 | -7.01 | |
| 0.4560 | 22.31 | |
| 0.9511 | 180.41 | |
| -0.0028 | -0.20 |
Estimation Period:
Mar 10, 2021 to Oct 6, 2023
Mar 10, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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