AXS Cannabis ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7607 | 4.14 | |
| 0.1307 | 2.66 | |
| 0.5791 | 5.44 | |
| 4.5399 | 0.98 | |
| -10.7613 | -1.57 | |
| 13.6903 | 3.37 | |
| -16.9370 | -4.76 | |
| 17.6975 | 4.82 | |
| -10.3282 | -2.65 | |
| -1.1667 | -0.21 | |
| 10.2097 | 0.96 | |
| -16.1792 | -1.15 | |
| 13.8792 | 1.46 |
Estimation Period:
Jul 9, 2019 to Feb 16, 2024
Jul 9, 2019 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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