AdvisorShares Dorsey Wright Micro-Cap ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.8408 | 107.33 | |
| 0.1919 | 24.83 | |
| 0.1466 | 3.24 | |
| 0.2345 | 7.05 | |
| 0.7244 | 15.19 |
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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