Premise Capital Diversified Tactical ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9183 | 1.76 | |
| 0.2673 | 11.03 | |
| 0.7306 | 29.61 | |
| -0.0265 | -1.28 |
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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