US Equity Cumulative Dividends Fund-Series 2027 MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4952 | 34.81 | |
| 0.5570 | 72.09 | |
| -0.1056 | -3.30 | |
| 1.1887 | 21.09 | |
| 0.0000 | 0.01 | |
| 0.9995 | 1,138.37 |
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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