AAM S&P Developed Markets High Dividend Value ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 5.88 | |
| 0.2577 | 8.38 | |
| 0.9532 | 140.55 | |
| -0.0401 | -2.05 |
Estimation Period:
Nov 28, 2018 to Oct 11, 2024
Nov 28, 2018 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
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