Cabana Target Drawdown 13 ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4574 | 2.46 | |
| 0.3634 | 6.41 | |
| 0.6088 | 10.38 | |
| -11.9416 | -1.49 | |
| 22.4360 | 2.13 | |
| -23.3947 | -4.17 | |
| 25.2871 | 5.11 | |
| -26.8610 | -3.16 | |
| 42.1992 | 2.04 |
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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