Natixis Loomis Sayles Short Duration Income ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 10.42 | |
| 0.0559 | 10.15 | |
| 0.9274 | 260.44 | |
| 0.0216 | 2.32 |
Estimation Period:
Dec 28, 2017 to Sep 20, 2024
Dec 28, 2017 to Sep 20, 2024
News Impact Curve
Volatility Forecasts
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