SPDR S&P 500 Buyback ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0234 | -2.05 | |
| 0.1187 | 23.22 | |
| 0.8033 | 91.91 | |
| 1.0598 | 15.40 |
Estimation Period:
Feb 5, 2015 to Jun 5, 2020
Feb 5, 2015 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
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