Natixis Vaughan Nelson Mid Cap ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 3.45 | |
| 0.0091 | 1.77 | |
| 0.9287 | 135.32 | |
| 0.0954 | 6.93 |
Estimation Period:
Sep 17, 2020 to Jul 19, 2024
Sep 17, 2020 to Jul 19, 2024
News Impact Curve
Volatility Forecasts
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