Kelly Strategic Hotel & Lodging Sector ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 5.24 | |
| 0.0777 | 15.64 | |
| 0.8933 | 166.63 | |
| 0.6448 | 11.69 |
Estimation Period:
Jan 13, 2022 to Nov 24, 2023
Jan 13, 2022 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
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