Vesper US Large Cap Short-Term Reversal Strategy ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.9440 | 218.61 | |
| 0.0000 | 100.00 | |
| 0.1120 | 12.97 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Sep 21, 2018 to Mar 21, 2025
Sep 21, 2018 to Mar 21, 2025
News Impact Curve
Volatility Forecasts
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