Defiance Hotel Airline and Cruise ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6963 | 5.36 | |
| 0.0912 | 2.31 | |
| 0.8068 | 12.94 | |
| -1.7725 | -4.34 | |
| 2.5071 | 4.08 | |
| -0.8479 | -2.41 |
Estimation Period:
Jun 4, 2021 to Apr 25, 2025
Jun 4, 2021 to Apr 25, 2025
News Impact Curve
Volatility Forecasts
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