AAM S&P Emerging Markets High Dividend Value ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 10.26 | |
| 0.0294 | 6.07 | |
| 0.9155 | 186.33 | |
| 0.0519 | 4.34 |
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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