Nationwide S&P 500 Risk-Managed Income ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 9.88 | |
| 0.3446 | 19.12 | |
| 0.6017 | 41.77 | |
| 0.0993 | 4.35 |
Estimation Period:
Dec 17, 2021 to Feb 16, 2024
Dec 17, 2021 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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