Advocate Rising Rate Hedge ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3230 | 3.30 | |
| 0.1585 | 1.71 | |
| 0.6089 | 4.18 | |
| 1.7883 | 0.09 | |
| 3.7944 | 0.11 | |
| -20.1212 | -0.82 | |
| 33.0355 | 1.32 | |
| -37.4358 | -1.06 | |
| 25.4599 | 0.71 | |
| -27.5972 | -0.98 | |
| 174.4997 | 3.00 |
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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