Dynamic Short Short-Term Volatility Futures ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7514 | 55.34 | |
| 0.4636 | 27.69 | |
| 0.3274 | 1.92 | |
| 0.4504 | 2.68 | |
| 0.5225 | 2.58 |
Estimation Period:
Jan 13, 2022 to Dec 27, 2024
Jan 13, 2022 to Dec 27, 2024
News Impact Curve
Volatility Forecasts
Other Dynamic Short Short-Term Volatility Futures ETF Analyses
Other MF2-GARCH Analyses on ETFs