Merlyn AI Tactical Growth & Income ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 4.87 | |
| 0.2608 | 1.82 | |
| 0.7193 | 15.81 | |
| -0.0950 | -0.58 |
Estimation Period:
Feb 25, 2020 to Nov 18, 2022
Feb 25, 2020 to Nov 18, 2022
News Impact Curve
Volatility Forecasts
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