IQ Hedge Long/Short Tracker ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 8.66 | |
| 0.0641 | 3.51 | |
| 0.8446 | 81.69 | |
| 0.1574 | 4.58 |
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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