Syntax Stratified SmallCap ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0066 | 1.46 | |
| 0.7723 | 21.84 | |
| 0.0610 | 4.06 | |
| 0.8527 | 0.18 | |
| 0.5428 | 0.28 | |
| 0.0000 | 0.00 |
Estimation Period:
May 29, 2020 to Sep 27, 2024
May 29, 2020 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
Other Syntax Stratified SmallCap ETF Analyses
Other MF2-GARCH Analyses on ETFs