Merlyn AI SectorSurfer Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9441 | 5.19 | |
| 0.1840 | 4.03 | |
| 0.7899 | 14.43 | |
| 0.1647 | 2.35 |
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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