Syntax Stratified US Total Market ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8211 | 5.44 | |
| 0.0926 | 2.40 | |
| 0.6463 | 4.02 | |
| 2.3130 | 2.65 | |
| -4.9114 | -3.97 | |
| 3.8410 | 5.32 | |
| -1.4366 | -1.37 |
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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