Nightshares 2000 ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 9.52 | |
| 0.2058 | 9.21 | |
| 0.5687 | 20.06 | |
| 0.5845 | 13.05 |
Estimation Period:
Jun 28, 2022 to Jul 28, 2023
Jun 28, 2022 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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