Noble Absolute Return ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2363 | 3.32 | |
| 0.2112 | 1.77 | |
| 0.0000 | 0.00 | |
| -219.4112 | -3.72 | |
| 270.9440 | 3.11 | |
| -143.6320 | -2.76 | |
| 188.3458 | 3.82 | |
| -117.3760 | -2.45 | |
| 21.0496 | 0.60 |
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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