IQ Real Return ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9776 | 3.18 | |
| 0.2035 | 6.14 | |
| 0.7395 | 24.02 | |
| 0.2180 | 0.78 | |
| -0.1305 | -0.34 | |
| 0.1092 | 0.40 | |
| -0.7800 | -1.95 | |
| 1.2309 | 2.52 | |
| -1.1138 | -2.82 | |
| 1.0827 | 3.76 | |
| -1.0230 | -5.67 |
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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