Advocate Rising Rate Hedge ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5340 | 5.99 | |
| 0.3101 | 0.20 | |
| 0.8449 | 6.49 | |
| -0.3101 | -0.19 |
Estimation Period:
Oct 28, 2021 to Oct 20, 2023
Oct 28, 2021 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
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