Deltashares S&P 500 Managed Risk ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0444 | -3.66 | |
| 0.1712 | 8.52 | |
| 0.8672 | 58.47 | |
| -0.2243 | -10.70 |
Estimation Period:
Aug 2, 2017 to Apr 5, 2022
Aug 2, 2017 to Apr 5, 2022
News Impact Curve
Volatility Forecasts
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