AXS Cannabis ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7138 | 3.75 | |
| 0.1775 | 3.72 | |
| 0.6218 | 8.83 | |
| -1.6670 | -0.80 | |
| 2.7529 | 0.89 | |
| -3.3201 | -1.36 | |
| 5.8438 | 2.39 | |
| -7.6908 | -3.37 | |
| 9.5069 | 2.20 | |
| -18.9867 | -1.59 |
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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