VectorShares Min Vol ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9569 | 4.19 | |
| 0.3023 | 3.54 | |
| 0.5863 | 9.26 | |
| -8.2179 | -1.82 | |
| 12.3327 | 1.65 | |
| -7.6799 | -1.37 | |
| 6.2660 | 1.13 | |
| -2.1789 | -0.39 | |
| -5.9026 | -0.96 | |
| 16.9609 | 1.66 | |
| -29.4759 | -1.86 | |
| 38.6049 | 2.36 | |
| -42.0894 | -2.96 |
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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