Merlyn AI SectorSurfer Momentum ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3065 | 3.57 | |
| 0.2353 | 4.34 | |
| 0.7021 | 12.75 | |
| 4.3716 | 1.87 | |
| -8.3407 | -2.13 | |
| 10.2104 | 2.81 | |
| -18.2380 | -4.47 |
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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