Nationwide Russell 2000 Risk-Managed Income ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 8.57 | |
| 0.1948 | 13.02 | |
| 0.6819 | 32.07 |
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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