Deltashares S&P 500 Managed Risk ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2769 | 3.94 | |
| 0.1646 | 3.87 | |
| 0.7289 | 10.14 | |
| 0.2675 | 1.77 | |
| -0.3391 | -1.84 |
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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