Uncommon Portfolio Design Core Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 4.71 | |
| 0.0000 | 0.00 | |
| 0.8338 | 67.08 | |
| 0.2664 | 9.46 |
Estimation Period:
Apr 19, 2021 to Jul 22, 2022
Apr 19, 2021 to Jul 22, 2022
News Impact Curve
Volatility Forecasts
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