Vivaldi Opportunities Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 4.70 | |
| 0.0642 | 1.99 | |
| 0.8257 | 43.15 | |
| 0.1719 | 3.17 |
Estimation Period:
May 10, 2018 to Jun 5, 2020
May 10, 2018 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
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