IQ Hedge Long/Short Tracker ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3678 | 2.44 | |
| 0.1760 | 2.94 | |
| 0.7164 | 9.59 | |
| 0.3882 | 0.27 | |
| 1.1485 | 0.55 | |
| -3.2435 | -2.44 | |
| 3.3715 | 3.32 | |
| -2.4687 | -4.31 |
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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