AVDR US LargeCap Leading ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1189 | 3.85 | |
| 0.2164 | 3.26 | |
| 0.4935 | 2.80 | |
| -8.7813 | -4.53 | |
| 15.8059 | 5.83 | |
| -9.2571 | -8.36 |
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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