Premise Capital Diversified Tactical ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5237 | 1.57 | |
| 0.2631 | 9.99 | |
| 0.7280 | 26.52 | |
| 0.3505 | 2.00 | |
| -0.6397 | -2.12 |
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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