VectorShares Min Vol ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.9610 | 57.36 | |
| 0.3000 | 73.51 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 12, 2012 to Nov 11, 2022
Jan 12, 2012 to Nov 11, 2022
News Impact Curve
Volatility Forecasts
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