Dynamic Short Short-Term Volatility Futures ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 6.44 | |
| 0.2637 | 18.34 | |
| 0.9702 | 290.49 | |
| -0.1854 | -13.83 |
Estimation Period:
Jan 13, 2022 to Dec 27, 2024
Jan 13, 2022 to Dec 27, 2024
News Impact Curve
Volatility Forecasts
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