Nationwide S&P 500 Risk-Managed Income ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 11.18 | |
| 0.3380 | 9.04 | |
| 0.5848 | 41.36 | |
| 0.0548 | 0.91 |
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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