Defiance NextGen SPAC Derived ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6806 | 4.71 | |
| 0.1281 | 2.58 | |
| 0.6812 | 4.76 | |
| -7.0832 | -3.10 | |
| 13.0981 | 3.87 | |
| -17.0895 | -7.11 |
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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