NightShares 500 1x/1.5x ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 5.13 | |
| 0.1059 | 12.24 | |
| 0.8408 | 85.62 | |
| 0.4811 | 7.47 |
Estimation Period:
Oct 6, 2022 to Aug 25, 2023
Oct 6, 2022 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
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