Invesco S&P SmallCap 600 Equal Weight ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 10.70 | |
| 0.0427 | 9.03 | |
| 0.8941 | 225.14 | |
| 0.0936 | 8.07 |
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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