Cabana Target Drawdown 5 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8139 | 2.92 | |
| 0.6062 | 10.76 | |
| 0.3893 | 7.01 | |
| -29.3264 | -2.59 | |
| 40.5009 | 2.73 | |
| -10.9920 | -1.23 | |
| -17.4544 | -2.02 | |
| 36.8396 | 4.51 | |
| -25.6456 | -2.98 | |
| 6.1359 | 0.89 |
Estimation Period:
Sep 17, 2020 to Nov 10, 2023
Sep 17, 2020 to Nov 10, 2023
News Impact Curve
Volatility Forecasts
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