Jacob Forward ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7552 | 5.42 | |
| 0.0700 | 2.54 | |
| 0.8821 | 18.00 | |
| -1.0568 | -3.54 | |
| 1.9994 | 3.51 |
Estimation Period:
Jul 14, 2021 to Dec 20, 2024
Jul 14, 2021 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
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