JPMorgan US Dividend ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 12.84 | |
| 0.0648 | 7.01 | |
| 0.8165 | 116.08 | |
| 0.2173 | 11.01 |
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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