Mohr Industry NAV ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 3.01 | |
| 0.1279 | 2.71 | |
| 0.8551 | 31.91 | |
| -0.0472 | -0.65 |
Estimation Period:
Jan 25, 2024 to Sep 20, 2024
Jan 25, 2024 to Sep 20, 2024
News Impact Curve
Volatility Forecasts
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