Nationwide Risk-Based International Equity ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 10.28 | |
| 0.1940 | 13.32 | |
| 0.7689 | 65.95 |
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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