Nationwide Maximum Diversification US Core Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5705 | 2.88 | |
| 0.1915 | 3.43 | |
| 0.7522 | 16.07 | |
| 0.3158 | 1.87 |
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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