Defiance NextGen SPAC Derived ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2005 | 7.27 | |
| 0.1335 | 13.41 | |
| 0.8070 | 54.08 |
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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