AdvisorShares Dorsey Wright Micro-Cap ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 5.55 | |
| 0.1724 | 10.75 | |
| 0.9577 | 215.80 | |
| -0.1232 | -11.76 |
Estimation Period:
Jul 11, 2018 to Oct 13, 2023
Jul 11, 2018 to Oct 13, 2023
News Impact Curve
Volatility Forecasts
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