Merlyn AI Tactical Growth & Income ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5327 | 4.85 | |
| 0.1305 | 2.32 | |
| 0.3679 | 1.79 | |
| 18.5371 | 7.85 | |
| -25.3286 | -7.00 | |
| 12.8006 | 4.51 | |
| -8.6429 | -2.24 | |
| 7.7537 | 0.92 |
Estimation Period:
Feb 25, 2020 to Nov 18, 2022
Feb 25, 2020 to Nov 18, 2022
News Impact Curve
Volatility Forecasts
Other Merlyn AI Tactical Growth & Income ETF Analyses
Other Spline-GARCH Analyses on ETFs