Strategy Shares Nasdaq 5handl Index ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 1.17 | |
| 0.0000 | 0.00 | |
| 0.9516 | 240.43 | |
| 0.0824 | 7.87 |
Estimation Period:
Dec 29, 2021 to Aug 25, 2023
Dec 29, 2021 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
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