ROC ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.5000 | 360.49 | |
| 0.0000 | 1.67 | |
| -0.5000 | -228.73 | |
| 0.0000 | 0.00 | |
| 0.0143 | 0.54 | |
| 0.9670 | 22.09 |
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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