Cabana Target Leading Sector Aggressive ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4595 | 3.23 | |
| 0.3666 | 3.73 | |
| 0.6153 | 11.65 | |
| 9.3778 | 0.13 | |
| -27.3880 | -0.33 | |
| 26.6722 | 0.83 | |
| -48.2841 | -1.19 | |
| 131.8535 | 1.61 | |
| -198.1524 | -1.35 | |
| 176.3034 | 0.99 | |
| -85.4190 | -0.63 | |
| 92.3070 | 0.82 |
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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