Defiance Treasury Alte Y ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9144 | 1.90 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -725.9401 | -0.95 | |
| 2,335.2410 | 1.92 | |
| -2,756.1180 | -2.68 | |
| 1,185.5070 | 1.23 | |
| 400.7842 | 0.40 | |
| -1,425.1580 | -1.26 | |
| 2,630.1560 | 2.63 | |
| -2,863.2650 | -3.40 | |
| 1,141.6870 | 1.66 | |
| 768.3562 | 1.63 |
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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