Syntax Stratified SmallCap ETF Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 5.55 | |
| 0.0801 | 4.19 | |
| 0.8600 | 45.43 | |
| -0.0095 | -0.35 |
Estimation Period:
Jun 4, 2020 to Sep 27, 2024
Jun 4, 2020 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
Other Syntax Stratified SmallCap ETF Analyses
Other Asy. MEM Analyses on ETFs