IQ Real Return ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0883 | -14.30 | |
| 0.3602 | 30.12 | |
| 0.9585 | 372.24 | |
| -0.0799 | -6.95 |
Estimation Period:
Oct 27, 2009 to Dec 8, 2023
Oct 27, 2009 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
Other IQ Real Return ETF Analyses
Other EGARCH Analyses on ETFs