Defiance NextGen SPAC Derived ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1761 | 5.65 | |
| 0.1241 | 3.21 | |
| 0.8197 | 13.78 | |
| 0.1049 | 1.01 |
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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