Noble Absolute Return ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 3.54 | |
| 0.3908 | 13.33 | |
| 0.9884 | 254.10 | |
| 0.0740 | 2.77 |
Estimation Period:
Sep 29, 2022 to Aug 18, 2023
Sep 29, 2022 to Aug 18, 2023
News Impact Curve
Volatility Forecasts
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