Nationwide Risk-Based International Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 3.16 | |
| 0.2993 | 9.13 | |
| 0.9476 | 235.38 | |
| -0.0702 | -2.41 |
Estimation Period:
Sep 20, 2017 to May 13, 2022
Sep 20, 2017 to May 13, 2022
News Impact Curve
Volatility Forecasts
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