AWTM Ultra-Short Duration Enha Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5864 | 1.48 | |
| 0.6131 | 4.09 | |
| 0.2362 | 3.00 | |
| -3.9597 | -0.30 | |
| 4.4356 | 0.24 | |
| 12.1935 | 1.23 | |
| -36.1463 | -2.88 | |
| 41.0008 | 2.87 | |
| -33.3195 | -2.87 | |
| 34.3376 | 3.30 | |
| -22.0477 | -1.96 | |
| 2.9050 | 0.19 |
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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