Direxion Russell 1000 Value Over Growth ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 9.46 | |
| 0.0601 | 8.38 | |
| 0.8255 | 123.48 | |
| 0.2253 | 11.07 |
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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