AVDR US LargeCap Leading ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 4.16 | |
| 0.4097 | 18.37 | |
| 0.9815 | 372.20 | |
| -0.1676 | -8.66 |
Estimation Period:
Feb 14, 2019 to Jul 8, 2022
Feb 14, 2019 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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