ClearBridge All Cap Growth ESG ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 4.89 | |
| 0.2058 | 14.56 | |
| 0.9639 | 402.98 | |
| -0.1211 | -10.44 |
Estimation Period:
May 4, 2017 to Jun 14, 2024
May 4, 2017 to Jun 14, 2024
News Impact Curve
Volatility Forecasts
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