ASYMmetric Smart S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6963 | 2.83 | |
| 0.2219 | 2.80 | |
| 0.6313 | 6.69 | |
| 13.8343 | 2.13 | |
| -19.9619 | -2.03 | |
| 0.0260 | 0.00 | |
| 24.1659 | 4.01 | |
| -31.2614 | -6.32 | |
| 16.0646 | 4.08 |
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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