Nationwide Risk-Based International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0391 | 3.44 | |
| 0.1867 | 3.64 | |
| 0.7687 | 16.38 | |
| -0.0026 | -0.08 |
Estimation Period:
Sep 20, 2017 to May 13, 2022
Sep 20, 2017 to May 13, 2022
News Impact Curve
Volatility Forecasts
Other Nationwide Risk-Based International Equity ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs