IQ Real Return ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 18.16 | |
| 0.1238 | 11.50 | |
| 0.8052 | 144.30 | |
| 0.1421 | 7.84 |
Estimation Period:
Oct 27, 2009 to Dec 8, 2023
Oct 27, 2009 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
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