Cabana Target Leading Sector Conservative ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7378 | 3.03 | |
| 0.5524 | 8.65 | |
| 0.4380 | 9.30 | |
| -31.1051 | -0.64 | |
| 26.1968 | 0.43 | |
| -3.1236 | -0.13 | |
| 18.7998 | 1.20 | |
| 4.4111 | 0.19 | |
| -64.3256 | -1.86 | |
| 171.3510 | 5.22 |
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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