TrueShares ESG Active Opportunities ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9557 | 4.92 | |
| 0.0970 | 3.18 | |
| 0.7907 | 10.38 | |
| 1.7187 | 6.25 | |
| -3.2127 | -6.46 |
Estimation Period:
Mar 2, 2020 to Jul 28, 2023
Mar 2, 2020 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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