SPDR S&P 500 Buyback ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 0.61 | |
| 0.1069 | 6.84 | |
| 0.9454 | 67.58 | |
| -0.1885 | -22.35 |
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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