Kelly Residential & Apartment Real Estate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1595 | 4.30 | |
| 0.0805 | 2.85 | |
| 0.8231 | 31.30 | |
| 0.0711 | 1.47 |
Estimation Period:
Jan 13, 2022 to Nov 24, 2023
Jan 13, 2022 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
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