IQ Hedge Market Neutral Tracker ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 5.32 | |
| 0.0503 | 3.76 | |
| 0.9059 | 208.79 | |
| 0.0813 | 2.91 |
Estimation Period:
Oct 4, 2012 to Jan 27, 2023
Oct 4, 2012 to Jan 27, 2023
News Impact Curve
Volatility Forecasts
Other IQ Hedge Market Neutral Tracker ETF Analyses
Other GJR-GARCH Analyses on ETFs