Asymmetric Smart Income ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4070 | 4.04 | |
| 0.1496 | 1.88 | |
| 0.7133 | 6.28 | |
| 2.3552 | 1.78 |
Estimation Period:
Feb 1, 2023 to Oct 6, 2023
Feb 1, 2023 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
Other Asymmetric Smart Income ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs