Cabana Target Leading Sector Aggressive ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6794 | 2.88 | |
| 0.3816 | 4.26 | |
| 0.6099 | 8.25 | |
| -25.9026 | -0.43 | |
| 29.7369 | 0.42 | |
| -24.6102 | -1.03 | |
| 69.4198 | 2.20 | |
| -137.8653 | -1.54 | |
| 201.4227 | 1.23 | |
| -161.4214 | -1.17 |
Estimation Period:
Jul 13, 2021 to Jan 5, 2024
Jul 13, 2021 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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