AAM S&P Developed Markets High Dividend Value ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0606 | 4.17 | |
| 0.1060 | 3.12 | |
| 0.7635 | 10.67 | |
| 3.3197 | 3.47 | |
| -6.4938 | -4.43 | |
| 5.6793 | 5.19 | |
| -3.8422 | -4.57 | |
| 1.5554 | 2.55 | |
| -0.0385 | -0.09 |
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 Zero Slope Spline-GARCH Analyses on ETFs