Mast Global BAT RE & PRO ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 14.69 | |
| 0.1916 | 37.59 | |
| 0.9769 | 567.99 | |
| -0.0231 | -4.28 |
Estimation Period:
Mar 27, 1990 to Apr 17, 2025
Mar 27, 1990 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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