JPMorgan US Dividend ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0035 | -0.82 | |
| 0.1591 | 20.17 | |
| 0.8224 | 119.57 | |
| 0.5426 | 16.80 |
Estimation Period:
Nov 10, 2017 to Sep 2, 2022
Nov 10, 2017 to Sep 2, 2022
News Impact Curve
Volatility Forecasts
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