Nationwide Maximum Diversification US Core Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 6.43 | |
| 0.0375 | 2.71 | |
| 0.7797 | 63.01 | |
| 0.2277 | 5.87 |
Estimation Period:
Sep 18, 2017 to May 20, 2022
Sep 18, 2017 to May 20, 2022
News Impact Curve
Volatility Forecasts
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