Nationwide Risk-Based US Equity ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0915 | 9.20 | |
| 0.6949 | 64.59 | |
| 0.2160 | 10.87 | |
| 0.1519 | 3.39 | |
| 0.4458 | 7.23 | |
| 0.4384 | 3.86 |
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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