Merlyn AI SectorSurfer Momentum ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1656 | 16.32 | |
| 0.7930 | 79.12 | |
| 0.0826 | 6.54 | |
| 2.5507 | 19.16 | |
| 0.0000 | 0.01 | |
| 0.9757 | 447.76 |
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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