JPMorgan Sustainable Consumption ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -0.41 | |
| -0.0835 | -2.84 | |
| 0.9991 | 43,440.52 | |
| -0.0815 | -9.24 |
Estimation Period:
Sep 20, 2022 to Dec 15, 2023
Sep 20, 2022 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
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