Invesco S&P International Developed High Dividend Low Volatility ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0692 | 8.77 | |
| 0.8619 | 137.56 | |
| 0.0618 | 6.47 | |
| 0.2786 | 0.27 | |
| 0.6937 | 0.27 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 9, 2016 to Mar 24, 2023
Dec 9, 2016 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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