Syntax Stratified SmallCap ETF MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 5.45 | |
| 0.0740 | 4.19 | |
| 0.8615 | 46.22 |
Estimation Period:
Jun 4, 2020 to Sep 27, 2024
Jun 4, 2020 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
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