Nationwide Russell 2000 Risk-Managed Income ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1487 | -7.09 | |
| 0.3527 | 14.83 | |
| 0.8195 | 36.90 | |
| -0.0255 | -1.30 |
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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