SPDR S&P 500 Buyback ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 13.37 | |
| 0.1007 | 8.66 | |
| 0.8676 | 70.89 | |
| 1.0000 | 7.74 | |
| 0.9734 | 10.68 |
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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