Nationwide Risk-Based US Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 4.03 | |
| 0.4458 | 5.60 | |
| 0.8831 | 52.14 | |
| -0.0086 | -0.14 |
Estimation Period:
Sep 18, 2017 to May 20, 2022
Sep 18, 2017 to May 20, 2022
News Impact Curve
Volatility Forecasts
Other Nationwide Risk-Based US Equity ETF Analyses
Other EGARCH Analyses on ETFs