Strategy Shares Nasdaq 5handl Index ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9075 | 5.14 | |
| 0.1026 | 1.43 | |
| 0.4854 | 1.59 | |
| 0.7774 | 0.33 | |
| -5.0628 | -1.45 | |
| 7.2789 | 4.19 |
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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