Cabana Target Drawdown 13 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3563 | 2.34 | |
| 0.3719 | 5.92 | |
| 0.5841 | 8.81 | |
| -10.5331 | -1.57 | |
| 20.1639 | 2.20 | |
| -21.1239 | -3.84 | |
| 21.3715 | 4.56 | |
| -17.3835 | -3.19 | |
| 11.4190 | 1.86 |
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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