AWTM Ultra-Short Duration Enha Fund GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 16.75 | |
| 0.2694 | 7.63 | |
| 0.6222 | 56.53 | |
| 0.2167 | 1.95 |
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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