Invesco S&P SmallCap 600 Equal Weight ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 13.96 | |
| 0.0860 | 18.63 | |
| 0.9101 | 244.44 | |
| 0.4096 | 13.46 | |
| 1.3565 | 17.85 |
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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