AWTM Ultra-Short Duration Enha Fund Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0926 | 2.20 | |
| 0.7303 | 10.55 | |
| 0.2543 | 4.01 | |
| -13.4417 | -1.13 | |
| 16.1521 | 0.95 | |
| 8.9756 | 0.87 | |
| -35.0753 | -2.59 | |
| 41.2957 | 2.62 | |
| -33.6043 | -2.62 | |
| 33.6297 | 2.95 | |
| -20.2464 | -1.82 | |
| -2.7457 | -0.37 |
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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