Direxion Russell 1000 Value Over Growth ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0865 | 10.78 | |
| 0.7701 | 82.36 | |
| 0.1860 | 13.42 | |
| 0.2876 | 0.80 | |
| 0.0636 | 0.72 | |
| 0.8149 | 3.36 |
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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