Nationwide Russell 2000 Risk-Managed Income ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 7.58 | |
| 0.1480 | 12.67 | |
| 0.7579 | 44.83 | |
| 0.2196 | 5.71 |
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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