Nationwide Risk-Based US Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 7.70 | |
| 0.2006 | 2.12 | |
| 0.7552 | 27.01 | |
| -0.0064 | -0.05 |
Estimation Period:
Sep 18, 2017 to May 20, 2022
Sep 18, 2017 to May 20, 2022
News Impact Curve
Volatility Forecasts
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