IndexIQ ETF Trust IQ U.S. Small Cap ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 14.60 | |
| 0.1104 | 21.03 | |
| 0.8673 | 163.76 |
Estimation Period:
May 16, 2017 to Apr 19, 2024
May 16, 2017 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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