Premise Capital Diversified Tactical ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0694 | 4.81 | |
| 0.6391 | 42.40 | |
| 0.3589 | 18.11 | |
| 0.0377 | 1.88 | |
| 0.1588 | 1.88 | |
| 0.7668 | 6.15 |
Estimation Period:
Nov 17, 2016 to Sep 2, 2022
Nov 17, 2016 to Sep 2, 2022
News Impact Curve
Volatility Forecasts
Other Premise Capital Diversified Tactical ETF Analyses
Other MF2-GARCH Analyses on ETFs