Premise Capital Diversified Tactical ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0683 | -12.47 | |
| 0.2725 | 16.76 | |
| 0.9232 | 312.40 | |
| -0.1892 | -13.70 |
Estimation Period:
Nov 17, 2016 to Sep 2, 2022
Nov 17, 2016 to Sep 2, 2022
News Impact Curve
Volatility Forecasts
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