Defiance NextGen SPAC Derived ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3807 | 8.89 | |
| 0.0330 | 3.56 | |
| 0.7453 | 36.24 | |
| 0.1850 | 6.02 |
Estimation Period:
Oct 1, 2020 to Aug 26, 2022
Oct 1, 2020 to Aug 26, 2022
News Impact Curve
Volatility Forecasts
Other Defiance NextGen SPAC Derived ETF Analyses
Other GJR-GARCH Analyses on ETFs