Cabana Target Drawdown 16 ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7672 | 2.97 | |
| 0.4346 | 6.21 | |
| 0.5482 | 7.93 | |
| -0.6249 | -2.35 |
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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