Noble Absolute Return ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.7567 | 7,566,870.00 | |
| 0.0034 | 33,500.00 | |
| -0.4943 | -4,942,810.00 | |
| 3.4404 | 34,404,240.00 | |
| 0.1077 | 1,076,730.00 | |
| 0.8875 | 8,874,950.00 |
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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