iMGP DBi Hedge Strategy ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6685 | 4.08 | |
| 0.1232 | 4.13 | |
| 0.7956 | 16.76 | |
| 0.0742 | 1.03 |
Estimation Period:
Dec 18, 2019 to Sep 13, 2024
Dec 18, 2019 to Sep 13, 2024
News Impact Curve
Volatility Forecasts
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