Invesco S&P SmallCap 600 Equal Weight ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 4.30 | |
| 0.1561 | 20.01 | |
| 0.9837 | 610.22 | |
| -0.0762 | -11.70 |
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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