AVDR US LargeCap Leading ETF GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 7.41 | |
| 0.0976 | 7.42 | |
| 0.7781 | 57.79 | |
| 0.2486 | 4.19 |
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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