Amplify BlackSwan Tech & Treasury ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 4.58 | |
| 0.0000 | 0.00 | |
| 0.9247 | 73.19 | |
| 0.0387 | 3.31 |
Estimation Period:
Dec 9, 2021 to Feb 28, 2025
Dec 9, 2021 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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