Defiance NextGen SPAC Derived ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8636 | 91.25 | |
| 0.1248 | 19.24 | |
| 0.7564 | 0.38 | |
| 0.0000 | 0.00 | |
| 0.7142 | 0.97 |
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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