Convexityshares Daily 1.5x Spikes Futures ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2255 | 2.74 | |
| 0.0000 | 0.00 | |
| -0.2255 | -2.59 | |
| 3.2594 | 0.58 | |
| 0.3655 | 1.45 | |
| 0.6345 | 1.54 |
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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