Noble Absolute Return ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 6.10 | |
| 0.2131 | 4.48 | |
| 0.8353 | 54.96 | |
| -0.0968 | -1.86 |
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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