Cabana Target Drawdown 16 ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.4095 | 21.32 | |
| 0.6504 | 18.99 | |
| -0.1200 | -2.78 | |
| 2.5194 | 3.79 | |
| 0.0000 | 0.00 | |
| 0.9777 | 68.54 |
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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