ClearBridge All Cap Growth ESG ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7811 | 56.99 | |
| 0.2396 | 21.30 | |
| 0.0210 | 2.29 | |
| 0.1022 | 2.71 | |
| 0.8867 | 20.16 |
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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