Nationwide Maximum Diversification US Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8200 | 2.81 | |
| 0.2006 | 3.79 | |
| 0.7436 | 16.75 | |
| 0.6538 | 2.18 | |
| -0.7811 | -2.20 |
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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