MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETNs GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4236 | 6.11 | |
| 0.0971 | 10.29 | |
| 0.9384 | 239.09 | |
| -0.0710 | -7.56 |
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Apr 22, 2019 to Jul 19, 2024
News Impact Curve
Volatility Forecasts
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