IQ Hedge Market Neutral Tracker ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0527 | -11.34 | |
| 0.1742 | 12.84 | |
| 0.9777 | 359.71 | |
| -0.0794 | -6.17 |
Estimation Period:
Oct 4, 2012 to Jan 27, 2023
Oct 4, 2012 to Jan 27, 2023
News Impact Curve
Volatility Forecasts
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