Syntax Stratified US Total Market ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.09 | |
| 0.0534 | 10.04 | |
| 0.9896 | 262.50 | |
| -0.0857 | -12.15 |
Estimation Period:
Mar 19, 2021 to Sep 27, 2024
Mar 19, 2021 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
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