Corbett Road Tactical Opportunity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2462 | 5.38 | |
| 0.0647 | 1.94 | |
| 0.7571 | 5.05 | |
| 5.6864 | 4.13 | |
| -10.0856 | -5.04 | |
| 5.9360 | 4.34 | |
| -1.2034 | -1.21 |
Estimation Period:
Feb 25, 2021 to Dec 22, 2023
Feb 25, 2021 to Dec 22, 2023
News Impact Curve
Volatility Forecasts
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