Sterling Capital Diverse Multi-Manager Active ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 4.71 | |
| 0.0459 | 1.00 | |
| 0.9073 | 49.44 | |
| 0.0164 | 0.26 |
Estimation Period:
Dec 14, 2021 to Dec 29, 2023
Dec 14, 2021 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
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