AXS Cannabis ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2990 | 13.48 | |
| 0.1361 | 5.94 | |
| 0.8823 | 91.18 | |
| 0.0615 | 3.10 |
Estimation Period:
Jul 9, 2019 to Feb 16, 2024
Jul 9, 2019 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
Other AXS Cannabis ETF Analyses
Other EGARCH Analyses on ETFs