FormulaFolios Tactical Growth ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0120 | -4.35 | |
| 0.2856 | 32.78 | |
| 0.9656 | 484.01 | |
| -0.0977 | -11.89 |
Estimation Period:
Nov 1, 2017 to Sep 29, 2023
Nov 1, 2017 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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