Cabana Target Drawdown 16 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1030 | 3.32 | |
| 0.4571 | 6.78 | |
| 0.5327 | 8.06 | |
| -11.7212 | -1.05 | |
| 19.9297 | 1.40 | |
| -19.2547 | -3.13 | |
| 20.6689 | 4.14 | |
| -18.2070 | -2.69 | |
| 14.0501 | 2.02 |
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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