AAM S&P Developed Markets High Dividend Value ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 6.69 | |
| 0.1214 | 12.07 | |
| 0.8398 | 101.14 | |
| 0.3465 | 5.85 |
Estimation Period:
Nov 28, 2018 to Oct 11, 2024
Nov 28, 2018 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
Other AAM S&P Developed Markets High Dividend Value ETF Analyses
Other AGARCH Analyses on ETFs