Asymmetric Smart Income ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 2.67 | |
| 0.0000 | 0.00 | |
| 0.8570 | 47.05 | |
| 0.1720 | 3.48 |
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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