Syntax Stratified SmallCap ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 4.00 | |
| 0.0937 | 13.27 | |
| 0.9655 | 182.01 | |
| -0.0298 | -3.55 |
Estimation Period:
May 29, 2020 to Sep 27, 2024
May 29, 2020 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
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