US Equity Cumulative Dividends Fund-Series 2027 GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2331 | 15.60 | |
| 0.4350 | 13.10 | |
| 0.5831 | 49.34 | |
| -0.0363 | -0.70 |
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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