Defiance NextGen SPAC Derived ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0975 | 5.89 | |
| 0.2654 | 14.18 | |
| 0.9011 | 74.67 | |
| -0.0982 | -6.22 |
Estimation Period:
Oct 1, 2020 to Aug 26, 2022
Oct 1, 2020 to Aug 26, 2022
News Impact Curve
Volatility Forecasts
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