Arrow DWA Tactical: International ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7283 | 3.24 | |
| 0.0765 | 2.56 | |
| 0.7738 | 6.73 | |
| -2.5033 | -1.18 | |
| 4.5600 | 1.30 | |
| -2.9538 | -0.95 | |
| -0.0073 | -0.00 | |
| 3.2477 | 1.33 | |
| -5.5967 | -3.32 | |
| 5.5455 | 4.15 | |
| -2.8836 | -2.89 | |
| 0.6358 | 0.95 |
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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