Arrow DWA Tactical: International ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2138 | 6.98 | |
| 0.0058 | 1.02 | |
| 0.7752 | 45.63 | |
| 0.1604 | 5.65 |
Estimation Period:
Jan 1, 2018 to Jul 25, 2025
Jan 1, 2018 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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