VectorShares Min Vol ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0206 | -7.85 | |
| 0.3011 | 19.11 | |
| 0.7397 | 131.55 | |
| 0.4325 | 38.52 |
Estimation Period:
Jan 12, 2012 to Nov 11, 2022
Jan 12, 2012 to Nov 11, 2022
News Impact Curve
Volatility Forecasts
Other VectorShares Min Vol ETF Analyses
Other AGARCH Analyses on ETFs