US Equity Cumulative Dividends Fund-Series 2027 EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 17.13 | |
| 0.4897 | 32.85 | |
| 0.9016 | 162.77 | |
| -0.0004 | -0.02 |
Estimation Period:
Feb 6, 2018 to Dec 9, 2022
Feb 6, 2018 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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