IQ Hedge Long/Short Tracker ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -1.11 | |
| 0.2481 | 8.55 | |
| 0.9344 | 167.31 | |
| -0.1357 | -5.40 |
Estimation Period:
Mar 24, 2015 to Jan 27, 2023
Mar 24, 2015 to Jan 27, 2023
News Impact Curve
Volatility Forecasts
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