IQ Real Return ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8711 | 3.16 | |
| 0.2047 | 5.96 | |
| 0.7164 | 21.23 | |
| 0.2487 | 0.89 | |
| -0.1794 | -0.47 | |
| 0.1289 | 0.51 | |
| -0.7719 | -2.13 | |
| 1.2540 | 2.86 | |
| -1.3065 | -3.70 | |
| 1.7361 | 5.93 | |
| -2.9283 | -6.03 |
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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