JPMorgan US Dividend ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 12.69 | |
| 0.1812 | 18.61 | |
| 0.8008 | 86.46 |
Estimation Period:
Nov 10, 2017 to Sep 2, 2022
Nov 10, 2017 to Sep 2, 2022
News Impact Curve
Volatility Forecasts
Other JPMorgan US Dividend ETF Analyses
Other GARCH Analyses on ETFs