Defiance Hotel Airline and Cruise ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8446 | 7.52 | |
| 0.0712 | 2.18 | |
| 0.8142 | 11.69 | |
| -0.7636 | -4.79 | |
| 1.7247 | 4.74 |
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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