IQ Ultra Short Duration Etf Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4168 | 1.89 | |
| 0.3357 | 4.42 | |
| 0.4981 | 3.47 | |
| 13.7608 | 1.44 | |
| -39.1536 | -2.73 | |
| 52.2003 | 3.46 | |
| -45.9606 | -3.34 | |
| 34.5780 | 4.81 | |
| -27.7639 | -5.53 | |
| 18.6492 | 2.48 | |
| -9.2420 | -1.03 | |
| 3.1974 | 0.40 | |
| 0.2033 | 0.04 |
Estimation Period:
Jul 31, 2019 to Apr 19, 2024
Jul 31, 2019 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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