Syntax Stratified SmallCap ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0145 | 5.89 | |
| 0.0587 | 3.28 | |
| 0.8737 | 23.26 | |
| -0.0108 | -0.18 |
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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