JPMorgan US Dividend ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 3.44 | |
| 0.2201 | 12.44 | |
| 0.9601 | 284.99 | |
| -0.1491 | -14.61 |
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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