IQ Hedge Long/Short Tracker ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3063 | 2.44 | |
| 0.1733 | 2.84 | |
| 0.7127 | 9.15 | |
| 0.3301 | 0.23 | |
| 1.3072 | 0.63 | |
| -3.5780 | -2.69 | |
| 4.1213 | 3.77 | |
| -4.3487 | -3.81 |
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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