Nationwide Risk-Based International Equity ETF GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 10.91 | |
| 0.1550 | 4.37 | |
| 0.7706 | 66.28 | |
| 0.0773 | 1.52 |
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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