AAM S&P Developed Markets High Dividend Value ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 7.99 | |
| 0.0824 | 4.49 | |
| 0.8618 | 74.20 | |
| 0.0469 | 1.70 |
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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