FormulaFolios Smart Growth ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 19.34 | |
| 0.0907 | 10.00 | |
| 0.7516 | 130.55 | |
| 0.2445 | 11.62 |
Estimation Period:
Nov 1, 2017 to Oct 6, 2023
Nov 1, 2017 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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