ROC ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0953 | 0.48 | |
| 0.0149 | 0.84 | |
| 0.9067 | 13.71 | |
| -0.3317 | -8.90 |
Estimation Period:
Mar 24, 2022 to Oct 20, 2023
Mar 24, 2022 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
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