Cabana Target Drawdown 13 ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3299 | 11.73 | |
| 0.6774 | 32.65 | |
| -0.0179 | -0.85 | |
| 10.0000 | 0.50 | |
| 0.1122 | 0.29 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 17, 2020 to Jan 5, 2024
Sep 17, 2020 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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