Asymmetric Smart Income ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1057 | 6.56 | |
| 0.1766 | 10.30 | |
| 0.7330 | 43.91 | |
| 0.2713 | 4.40 |
Estimation Period:
Feb 1, 2023 to Oct 6, 2023
Feb 1, 2023 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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