Asymmetric Smart Income ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0215 | -1.87 | |
| -0.2225 | -6.47 | |
| 0.9921 | 5,940.66 | |
| -0.1485 | -5.40 |
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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