Invesco S&P SmallCap 600 Equal Weight ETF Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 10.44 | |
| 0.0264 | 6.53 | |
| 0.9078 | 303.20 | |
| 0.0964 | 10.47 |
Estimation Period:
Jan 27, 2016 to Mar 24, 2023
Jan 27, 2016 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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