Cabana Target Drawdown 16 ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 6.07 | |
| 0.3119 | 10.13 | |
| 0.6798 | 49.69 | |
| 0.0166 | 0.25 |
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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