Syntax Stratified US Total Market ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8199 | 5.44 | |
| 0.0922 | 2.40 | |
| 0.6469 | 4.03 | |
| 2.2926 | 2.64 | |
| -4.8639 | -3.97 | |
| 3.7592 | 5.69 | |
| -1.2365 | -3.03 |
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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