Nationwide Russell 2000 Risk-Managed Income ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 8.19 | |
| 0.1624 | 6.16 | |
| 0.7063 | 34.50 | |
| 0.0349 | 0.89 |
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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