Merlyn AI SectorSurfer Momentum ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 8.90 | |
| 0.1715 | 12.58 | |
| 0.8285 | 67.15 | |
| 0.2729 | 5.83 | |
| 0.5830 | 8.42 |
Estimation Period:
Dec 30, 2020 to Nov 10, 2023
Dec 30, 2020 to Nov 10, 2023
News Impact Curve
Volatility Forecasts
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