AdvisorShares Dorsey Wright Micro-Cap ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 9.28 | |
| 0.0289 | 4.43 | |
| 0.8878 | 146.82 | |
| 0.1303 | 7.39 |
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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