Invesco S&P SmallCap 600 Equal Weight ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 5.42 | |
| 0.1028 | 26.27 | |
| 0.8718 | 252.41 | |
| 0.5659 | 18.52 |
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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