Qraft AI-Enhanced US Next Value ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 10.12 | |
| 0.0312 | 3.52 | |
| 0.8075 | 72.40 | |
| 0.1649 | 7.01 |
Estimation Period:
Dec 3, 2020 to Feb 9, 2024
Dec 3, 2020 to Feb 9, 2024
News Impact Curve
Volatility Forecasts
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