Invesco S&P SmallCap 600 Equal Weight ETF Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.54 | |
| 0.0817 | 21.36 | |
| 0.9070 | 270.02 | |
| 0.4311 | 10.44 | |
| 1.3202 | 20.63 |
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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