AAM S&P Developed Markets High Dividend Value ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0619 | 4.19 | |
| 0.1060 | 3.11 | |
| 0.7627 | 10.57 | |
| 3.3289 | 3.48 | |
| -6.5067 | -4.44 | |
| 5.6804 | 5.18 | |
| -3.8232 | -4.50 | |
| 1.4919 | 2.20 | |
| 0.1492 | 0.15 |
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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