Innovator Hedged TSLA ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 5.26 | |
| 0.1911 | 8.34 | |
| 0.8294 | 60.37 | |
| -0.0903 | -3.01 |
Estimation Period:
Jul 25, 2022 to Sep 20, 2024
Jul 25, 2022 to Sep 20, 2024
News Impact Curve
Volatility Forecasts
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