Kelly Strategic Hotel & Lodging Sector ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 0.96 | |
| 0.0868 | 9.39 | |
| 0.9829 | 197.33 | |
| -0.1006 | -9.68 |
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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