Nightshares 2000 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9505 | 4.04 | |
| 0.1809 | 1.32 | |
| 0.3849 | 1.12 | |
| -5.0493 | -1.52 | |
| 7.3059 | 1.75 |
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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