SPDR S&P 500 Buyback ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0812 | 9.86 | |
| 0.0000 | 0.00 | |
| 0.8337 | 94.15 | |
| 0.2005 | 10.11 |
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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