ClearBridge Focus Value ESG ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4445 | 4.64 | |
| 0.1735 | 2.80 | |
| 0.5707 | 4.58 | |
| 0.9411 | 2.52 | |
| -1.6275 | -3.10 | |
| 1.0288 | 4.47 |
Estimation Period:
Jun 2, 2020 to Oct 25, 2024
Jun 2, 2020 to Oct 25, 2024
News Impact Curve
Volatility Forecasts
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