Direxion Russell 1000 Value Over Growth ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9792 | 1.70 | |
| 0.2252 | 5.81 | |
| 0.7611 | 20.51 | |
| -0.0596 | -1.98 |
Estimation Period:
Jan 16, 2019 to Sep 23, 2022
Jan 16, 2019 to Sep 23, 2022
News Impact Curve
Volatility Forecasts
Other Direxion Russell 1000 Value Over Growth ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs