Roundhill S&P Global Luxury EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0791 | 2.55 | |
| -0.0793 | -3.15 | |
| 0.7786 | 13.80 | |
| 0.0594 | 2.22 |
Estimation Period:
Aug 23, 2023 to Nov 27, 2024
Aug 23, 2023 to Nov 27, 2024
News Impact Curve
Volatility Forecasts
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