Convexityshares Daily 1.5x Spikes Futures ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6348 | 8.60 | |
| 0.1828 | 7.70 | |
| 0.8088 | 40.02 | |
| -0.1828 | -6.67 |
Estimation Period:
Aug 16, 2022 to Nov 10, 2023
Aug 16, 2022 to Nov 10, 2023
News Impact Curve
Volatility Forecasts
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