Merlyn AI SectorSurfer Momentum ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 8.30 | |
| 0.1262 | 9.41 | |
| 0.8056 | 76.97 | |
| 0.1211 | 4.17 |
Estimation Period:
Dec 30, 2020 to Nov 10, 2023
Dec 30, 2020 to Nov 10, 2023
News Impact Curve
Volatility Forecasts
Other Merlyn AI SectorSurfer Momentum ETF Analyses
Other GJR-GARCH Analyses on ETFs