Direxion Russell 1000 Value Over Growth ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9874 | 1.66 | |
| 0.2274 | 6.02 | |
| 0.7598 | 20.71 | |
| -0.0851 | -0.53 |
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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