LHA Market State Alpha Seeker ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 7.93 | |
| 0.1851 | 7.62 | |
| 0.8046 | 53.84 | |
| -0.0323 | -0.97 |
Estimation Period:
May 15, 2020 to Dec 20, 2024
May 15, 2020 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other LHA Market State Alpha Seeker ETF Analyses
Other GJR-GARCH Analyses on ETFs