Noble Absolute Return ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2688 | 2.27 | |
| 0.0000 | 0.00 | |
| 0.6995 | 0.87 | |
| -202.5602 | -3.08 | |
| 256.9103 | 2.89 | |
| -157.7115 | -3.44 | |
| 225.1301 | 5.20 | |
| -206.9965 | -4.76 | |
| 248.5000 | 3.52 |
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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