IndexIQ ETF Trust IQ U.S. Small Cap ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 12.53 | |
| 0.0358 | 9.29 | |
| 0.8832 | 220.20 | |
| 0.1242 | 10.53 |
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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