Defiance Next Gen H2 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9738 | 7.13 | |
| 0.0335 | 2.51 | |
| 0.9500 | 43.66 | |
| -0.0009 | -0.05 |
Estimation Period:
Mar 10, 2021 to Apr 25, 2025
Mar 10, 2021 to Apr 25, 2025
News Impact Curve
Volatility Forecasts
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