AdvisorShares Dorsey Wright Alpha Equal Weight ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3733 | 11.76 | |
| 0.1063 | 5.17 | |
| 0.6528 | 44.04 | |
| 0.1585 | 3.61 |
Estimation Period:
Dec 27, 2019 to Mar 31, 2023
Dec 27, 2019 to Mar 31, 2023
News Impact Curve
Volatility Forecasts
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