Nationwide Dow Jones Risk-Managed Income ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 6.24 | |
| 0.0354 | 4.94 | |
| 0.8233 | 44.44 | |
| 0.1137 | 5.14 |
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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