Nightshares 2000 ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0646 | -2.83 | |
| 0.3015 | 7.45 | |
| 0.8508 | 45.36 | |
| -0.2545 | -8.14 |
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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