Defiance Next Gen H2 ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9706 | 3.04 | |
| 0.0000 | 0.00 | |
| 0.9598 | 7.91 | |
| 1.8345 | 2.05 | |
| -4.2464 | -3.93 | |
| 4.3156 | 7.09 | |
| -2.6906 | -3.68 | |
| 1.4033 | 1.10 |
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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