IQ Hedge Market Neutral Tracker ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9875 | 4.78 | |
| 0.1202 | 4.51 | |
| 0.8115 | 23.59 | |
| 0.1079 | 0.32 | |
| -0.4994 | -0.91 | |
| 0.6950 | 1.74 | |
| -0.0947 | -0.28 | |
| -0.7965 | -1.84 | |
| 2.2521 | 2.94 |
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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