IQ Hedge Market Neutral Tracker ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7822 | 3.26 | |
| 0.1227 | 4.44 | |
| 0.7745 | 16.70 | |
| -1.1920 | -0.82 | |
| 1.9213 | 0.86 | |
| -1.7369 | -1.18 | |
| 1.3514 | 1.26 | |
| 0.2755 | 0.39 | |
| -1.3781 | -2.18 | |
| 2.3324 | 3.07 | |
| -4.2536 | -4.32 | |
| 5.6906 | 4.40 | |
| -4.4631 | -3.80 |
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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