Roundhill Alerian LNG ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2359 | 5.55 | |
| 0.1941 | 5.01 | |
| 0.6230 | 11.63 | |
| -0.1056 | -1.93 |
Estimation Period:
Sep 22, 2023 to Nov 27, 2024
Sep 22, 2023 to Nov 27, 2024
News Impact Curve
Volatility Forecasts
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