Ishares IBD OCT 2024 T T ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 6.19 | |
| 2.0000 | 4.83 | |
| 0.0000 | 0.00 | |
| -0.0436 | -10.19 |
Estimation Period:
Sep 18, 2023 to Oct 11, 2024
Sep 18, 2023 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
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