Direxion Russell 1000 Value Over Growth ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 1.24 | |
| 0.1685 | 17.72 | |
| 0.8228 | 102.69 | |
| 0.4398 | 9.87 |
Estimation Period:
Jan 16, 2019 to Sep 23, 2022
Jan 16, 2019 to Sep 23, 2022
News Impact Curve
Volatility Forecasts
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