ASYMmetric Smart S&P 500 ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.3997 | 16.66 | |
| 0.6531 | 27.25 | |
| -0.1057 | -4.49 | |
| 7.6486 | 0.61 | |
| 1.0000 | 0.60 | |
| 0.0000 | 0.00 |
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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