Invesco S&P SmallCap 600 Equal Weight ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 14.10 | |
| 0.1041 | 20.12 | |
| 0.8752 | 174.20 |
Estimation Period:
Jan 27, 2016 to Mar 24, 2023
Jan 27, 2016 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
Other Invesco S&P SmallCap 600 Equal Weight ETF Analyses
Other GARCH Analyses on ETFs