VectorShares Min Vol ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0400 | -4.49 | |
| 0.3053 | 32.13 | |
| 0.9068 | 210.69 | |
| -0.2468 | -13.17 |
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 EGARCH Analyses on ETFs