ASYMmetric Smart S&P 500 ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6894 | 2.84 | |
| 0.2208 | 2.80 | |
| 0.6298 | 6.65 | |
| 13.7891 | 2.14 | |
| -19.8190 | -2.03 | |
| -0.2837 | -0.04 | |
| 24.8202 | 4.07 | |
| -32.6978 | -5.34 | |
| 19.6710 | 1.87 |
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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