Nightshares 500 ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0973 | -2.35 | |
| 0.2534 | 7.88 | |
| 0.8464 | 37.29 | |
| -0.2276 | -9.40 |
Estimation Period:
Jun 28, 2022 to Jul 28, 2023
Jun 28, 2022 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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