Invesco S&P SmallCap 600 Equal Weight ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8013 | 4.75 | |
| 0.1076 | 4.45 | |
| 0.8421 | 29.61 | |
| 0.0905 | 1.82 | |
| -0.1359 | -2.26 |
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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