AWTM Ultra-Short Duration Enha Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4295 | -10.65 | |
| 0.5733 | 23.85 | |
| 0.9153 | 142.20 | |
| -0.1409 | -4.00 |
Estimation Period:
Jan 29, 2019 to Jul 15, 2022
Jan 29, 2019 to Jul 15, 2022
News Impact Curve
Volatility Forecasts
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