IndexIQ ETF Trust IQ U.S. Large Cap ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0636 | -9.20 | |
| 0.1145 | 30.95 | |
| 0.8596 | 217.41 | |
| 1.0113 | 23.59 |
Estimation Period:
Dec 13, 2017 to Dec 8, 2023
Dec 13, 2017 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
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