Nationwide Dow Jones Risk-Managed Income ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 4.25 | |
| 0.0850 | 13.42 | |
| 0.8372 | 50.84 | |
| 0.4193 | 14.08 |
Estimation Period:
Dec 17, 2021 to Feb 16, 2024
Dec 17, 2021 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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