SPDR S&P 500 Buyback ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1299 | 8.26 | |
| 0.1429 | 9.73 | |
| 0.7580 | 49.71 |
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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