JPMorgan US Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7874 | 3.03 | |
| 0.1762 | 4.68 | |
| 0.7987 | 20.00 | |
| -0.0183 | -0.84 |
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 Zero Slope Spline-GARCH Analyses on ETFs