FormulaFolios Tactical Growth ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 13.66 | |
| 0.0975 | 12.53 | |
| 0.8313 | 216.98 | |
| 0.1422 | 9.59 |
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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