Nightshares 500 ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8404 | 3.76 | |
| 0.1288 | 1.63 | |
| 0.5350 | 1.55 | |
| -7.9248 | -1.96 | |
| 13.6628 | 1.99 |
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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