Nationwide S&P 500 Risk-Managed Income ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1476 | -8.26 | |
| 0.5386 | 24.34 | |
| 0.8276 | 51.53 | |
| -0.0320 | -1.46 |
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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