VictoryShares Emerging Market High Dividend Volatility WTD Index ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 11.57 | |
| 0.1208 | 17.97 | |
| 0.8299 | 118.37 | |
| 0.3809 | 15.85 |
Estimation Period:
Oct 26, 2017 to Dec 16, 2022
Oct 26, 2017 to Dec 16, 2022
News Impact Curve
Volatility Forecasts
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