Cabana Target Leading Sector Aggressive ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 4.55 | |
| 0.3449 | 10.49 | |
| 0.7386 | 46.85 | |
| -0.1669 | -3.87 |
Estimation Period:
Jul 13, 2021 to Jan 5, 2024
Jul 13, 2021 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other Cabana Target Leading Sector Aggressive ETF Analyses
Other GJR-GARCH Analyses on ETFs