Nationwide Risk-Based US Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5294 | 2.29 | |
| 0.2165 | 2.75 | |
| 0.6726 | 9.72 | |
| -1.5773 | -3.71 | |
| 2.8385 | 3.76 |
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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