SPDR S&P 500 Buyback ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6502 | 3.50 | |
| 0.1722 | 4.33 | |
| 0.7476 | 13.72 | |
| -0.2411 | -1.63 | |
| 0.3193 | 1.70 |
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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