Innovator Hedged TSLA ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 3.56 | |
| 0.1271 | 2.45 | |
| 0.7447 | 7.56 | |
| -4.0777 | -0.36 | |
| 11.0849 | 0.56 | |
| -3.6799 | -0.19 | |
| -21.3620 | -1.42 | |
| 43.0059 | 3.71 | |
| -53.1532 | -3.39 |
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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