FI Enhanced Global High Yield ETN/UBS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 18.96 | |
| 0.0967 | 6.96 | |
| 0.7925 | 106.37 | |
| 0.1966 | 9.71 |
Estimation Period:
Feb 22, 2016 to Jun 9, 2023
Feb 22, 2016 to Jun 9, 2023
News Impact Curve
Volatility Forecasts
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