AAM S&P Emerging Markets High Dividend Value ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 3.23 | |
| 0.1250 | 13.62 | |
| 0.9733 | 393.43 | |
| -0.0526 | -5.79 |
Estimation Period:
Nov 29, 2017 to Oct 11, 2024
Nov 29, 2017 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
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