Advocate Rising Rate Hedge ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3306 | 3.62 | |
| 0.0903 | 1.20 | |
| 0.5986 | 2.59 | |
| -3.4929 | -0.07 | |
| 12.8389 | 0.16 | |
| -8.5196 | -0.19 | |
| -24.0764 | -0.80 | |
| 60.5362 | 1.63 | |
| -75.3558 | -1.61 | |
| 67.4152 | 1.81 | |
| -89.4632 | -2.33 | |
| 176.7066 | 2.82 | |
| -177.9988 | -3.11 |
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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