Defiance Treasury Alte Y ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7149 | 0.70 | |
| 0.0000 | 0.00 | |
| 0.8549 | 0.12 | |
| -408.6895 | -0.05 | |
| 1,786.1260 | 0.19 | |
| -2,413.8410 | -2.29 | |
| 1,015.2250 | 0.80 | |
| 506.3978 | 0.51 | |
| -1,549.2990 | -1.37 | |
| 2,855.0540 | 2.85 | |
| -3,308.1650 | -3.79 | |
| 2,003.7860 | 2.69 | |
| -441.3243 | -1.10 |
Estimation Period:
Jan 25, 2024 to Jul 26, 2024
Jan 25, 2024 to Jul 26, 2024
News Impact Curve
Volatility Forecasts
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