Arrow DWA Tactical: Macro ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8503 | 4.20 | |
| 0.1052 | 4.29 | |
| 0.8005 | 20.99 | |
| 0.0022 | 0.02 | |
| 0.1302 | 0.70 | |
| -0.3147 | -2.46 | |
| 0.2547 | 2.95 |
Estimation Period:
Sep 30, 2014 to Jun 20, 2025
Sep 30, 2014 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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