Optimize AI Smart Sentiment Event-Driven ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 4.01 | |
| 0.0299 | 5.02 | |
| 0.9219 | 123.92 | |
| 0.0635 | 2.54 |
Estimation Period:
Jun 20, 2022 to Feb 9, 2024
Jun 20, 2022 to Feb 9, 2024
News Impact Curve
Volatility Forecasts
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